+134.1%
MRVL vs CIEN
+387.4%
-253.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.8% | +0.5% | +3.5% |
| 7D | +5.6% | +8.7% | -3.1% | +0.5% |
| 30D | -36.5% | -26.9% | -9.6% | -21.4% |
| 3M | -20.5% | -23.6% | +3.1% | -6.8% |
| 6M | -1.1% | -49.1% | +47.9% | +51.8% |
| YTD | +99.0% | +26.6% | +72.4% | +58.6% |
| 1Y | +89.3% | +42.7% | +46.6% | +35.1% |
| 3Y | +211.6% | +570.8% | -359.2% | -34.1% |
| 5Y | +134.1% | +386.4% | -252.4% | -32.7% |
| All | +134.1% | +387.4% | -253.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling