+520.6%
CIEN vs MTZ
+156.0%
+364.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.9% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -13.7% | -14.8% | +1.2% | -5.6% |
| 3M | -23.0% | -30.8% | +7.8% | -7.4% |
| 6M | -0.8% | -22.6% | +21.8% | +14.2% |
| YTD | +43.1% | +6.8% | +36.2% | +42.0% |
| 1Y | +157.6% | +22.1% | +135.5% | +141.9% |
| 3Y | +593.8% | +153.1% | +440.7% | +405.9% |
| 5Y | +520.6% | +161.4% | +359.2% | +314.1% |
| All | +520.6% | +156.0% | +364.6% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling