+520.6%
CIEN vs MXL
+29.7%
+490.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | +5.4% | +16.6% | -11.2% | +1.3% |
| 30D | -13.7% | +0.5% | -14.1% | -14.1% |
| 3M | -23.0% | -3.6% | -19.4% | -24.0% |
| 6M | -0.8% | +328.0% | -328.9% | -40.5% |
| YTD | +43.1% | +297.8% | -254.8% | -12.4% |
| 1Y | +157.6% | +339.4% | -181.8% | +51.7% |
| 3Y | +593.8% | +201.7% | +392.1% | +301.9% |
| 5Y | +520.6% | +32.8% | +487.8% | +334.8% |
| All | +520.6% | +29.7% | +490.9% | +334.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling