+2,107.6%
CIEN vs MXL
+270.5%
+1,837.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.3% | +4.7% |
| 7D | -5.3% | +15.5% | -20.8% | -8.8% |
| 30D | -17.2% | -11.3% | -5.9% | -14.8% |
| 3M | -26.9% | -16.1% | -10.8% | -25.4% |
| 6M | +16.0% | +323.0% | -307.0% | -31.3% |
| YTD | +45.9% | +281.5% | -235.6% | -11.2% |
| 1Y | +186.8% | +319.3% | -132.5% | +68.3% |
| 3Y | +607.8% | +189.4% | +418.4% | +310.4% |
| 5Y | +506.7% | +26.0% | +480.7% | +312.9% |
| 10Y | +1,438.7% | +243.5% | +1,195.2% | +587.7% |
| All | +2,107.6% | +270.5% | +1,837.1% | +730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling