+4,407.5%
MU vs CIEN
+1,159.7%
+3,247.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -0.2% |
| 7D | +12.8% | +15.3% | -2.5% | +5.0% |
| 30D | -14.9% | -22.0% | +7.1% | -3.3% |
| 3M | -18.0% | -36.6% | +18.6% | +0.8% |
| 6M | -3.1% | -51.5% | +48.3% | +36.6% |
| YTD | +172.9% | +20.0% | +152.9% | +142.0% |
| 1Y | +228.8% | +44.5% | +184.4% | +166.8% |
| 3Y | +950.8% | +539.0% | +411.8% | +311.5% |
| 5Y | +931.3% | +356.8% | +574.4% | +356.2% |
| All | +4,407.5% | +1,159.7% | +3,247.8% | +1,228.5% |
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