+938.2%
MU vs CIEN
+356.6%
+581.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | 0.0% |
| 7D | +12.8% | +15.3% | -2.5% | +4.3% |
| 30D | -14.9% | -22.0% | +7.1% | -2.4% |
| 3M | -18.0% | -36.6% | +18.6% | +2.4% |
| 6M | -3.1% | -51.5% | +48.3% | +40.0% |
| YTD | +172.9% | +20.0% | +152.9% | +137.0% |
| 1Y | +228.8% | +44.5% | +184.4% | +158.5% |
| 3Y | +950.8% | +539.0% | +411.8% | +266.6% |
| All | +938.2% | +356.6% | +581.6% | +360.2% |
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