-20.4%
CIEN vs MUZ
-54.6%
+34.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +4.7% |
| 7D | +8.9% | +6.4% | +2.5% | +10.8% |
| 30D | -19.1% | -20.8% | +1.7% | -22.6% |
| 3M | -21.5% | -50.8% | +29.3% | -24.6% |
| All | -20.4% | -54.6% | +34.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 10y: compounded portfolio wealth divided by compounded MUZ 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…
10y analysis · Full analysis span regression · Available span rolling