+516.6%
CIEN vs MUB
+10.5%
+506.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | -9.3% | +0.6% | -9.9% | -9.9% |
| 30D | -39.5% | +3.4% | -42.9% | -41.7% |
| 3M | -29.8% | -0.7% | -29.1% | -29.0% |
| 6M | -50.4% | -1.0% | -49.4% | -49.6% |
| YTD | +16.3% | 0.0% | +16.4% | +17.4% |
| 1Y | +30.4% | +0.4% | +30.0% | +31.4% |
| 3Y | +516.6% | +10.5% | +506.1% | +467.4% |
| All | +516.6% | +10.5% | +506.1% | +467.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling