+4,277.4%
MU vs CIEN
+1,190.2%
+3,087.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.6% |
| 7D | -15.2% | -9.3% | -5.9% | -10.5% |
| 30D | -29.5% | -39.5% | +10.0% | -9.7% |
| 3M | -15.8% | -29.8% | +14.0% | -2.0% |
| 6M | -2.9% | -50.4% | +47.5% | +35.6% |
| YTD | +154.2% | +16.3% | +137.9% | +128.6% |
| 1Y | +186.6% | +30.4% | +156.2% | +143.7% |
| 3Y | +871.5% | +516.6% | +354.9% | +286.5% |
| 5Y | +911.7% | +349.8% | +561.9% | +350.9% |
| 10Y | +4,277.4% | +1,184.7% | +3,092.7% | +1,200.6% |
| All | +4,277.4% | +1,190.2% | +3,087.2% | +1,200.6% |
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