+48.9%
CIEN vs MXL
+276.5%
-227.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.1% | +1.9% | -6.4% |
| 7D | -25.0% | -24.3% | -0.7% | -19.2% |
| 30D | -30.1% | -46.1% | +16.0% | -18.4% |
| 3M | -33.8% | -21.8% | -12.0% | -29.2% |
| 6M | -49.4% | -27.2% | -22.2% | -45.5% |
| YTD | +16.4% | +226.2% | -209.8% | -26.2% |
| 1Y | +48.9% | +297.0% | -248.1% | -16.4% |
| All | +48.9% | +276.5% | -227.6% | -16.4% |
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