+163.8%
CIEN vs MXL
+366.1%
-202.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.5% | -3.1% | +2.9% |
| 7D | +8.9% | +18.9% | -10.0% | +4.9% |
| 30D | -19.1% | +0.3% | -19.4% | -19.5% |
| 3M | -21.5% | -8.0% | -13.5% | -21.2% |
| 6M | +2.8% | +341.2% | -338.4% | -36.0% |
| YTD | +49.5% | +327.8% | -278.4% | -6.5% |
| 1Y | +163.8% | +364.9% | -201.1% | +54.1% |
| All | +163.8% | +366.1% | -202.3% | +54.1% |
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