+228.8%
MU vs CIEN
+35.5%
+193.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | +0.3% |
| 7D | +12.8% | +15.3% | -2.5% | +3.6% |
| 30D | -14.9% | -22.0% | +7.1% | -1.7% |
| 3M | -18.0% | -36.6% | +18.6% | +4.3% |
| 6M | -3.1% | -51.5% | +48.3% | +41.1% |
| YTD | +172.9% | +20.0% | +152.9% | +131.0% |
| 1Y | +228.8% | +44.5% | +184.4% | +142.4% |
| All | +228.8% | +35.5% | +193.3% | +142.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling