+3.5%
MU vs CIEN
-56.8%
+60.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.3% | +1.2% |
| 7D | -22.0% | -24.1% | +2.1% | -5.4% |
| 30D | -36.6% | -45.5% | +8.9% | -4.5% |
| 3M | -21.7% | -39.7% | +18.0% | +6.6% |
| 6M | +3.5% | -57.8% | +61.3% | +90.8% |
| All | +3.5% | -56.8% | +60.3% | +90.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling