+199.5%
MCHP vs CIEN
+1,531.8%
-1,332.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +1.9% |
| 7D | 0.0% | +8.9% | -8.9% | -3.4% |
| 30D | -6.0% | -19.1% | +13.1% | +1.2% |
| 3M | -19.7% | -21.5% | +1.8% | -13.2% |
| 6M | +14.0% | +2.8% | +11.2% | +7.4% |
| YTD | +18.4% | +49.5% | -31.0% | -6.8% |
| 1Y | +17.1% | +163.8% | -146.7% | -28.9% |
| 3Y | +0.7% | +615.8% | -615.1% | -64.1% |
| 5Y | +5.1% | +548.4% | -543.3% | -61.9% |
| All | +199.5% | +1,531.8% | -1,332.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling