+174.5%
CIEN vs MXL
+316.6%
-142.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | 0.0% |
| 7D | -15.2% | +1.6% | -16.8% | -15.5% |
| 30D | -21.5% | -7.0% | -14.5% | -20.4% |
| 3M | -40.1% | -33.4% | -6.7% | -36.4% |
| 6M | -6.6% | +260.2% | -266.7% | -38.3% |
| YTD | +37.3% | +260.0% | -222.7% | -10.3% |
| 1Y | +174.5% | +303.5% | -128.9% | +66.8% |
| All | +174.5% | +316.6% | -142.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling