+4,078.3%
MU vs CIEN
+110.7%
+3,967.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.3% | +3.4% |
| 7D | -22.0% | -24.1% | +2.1% | -14.6% |
| 30D | -36.6% | -45.5% | +8.9% | -23.1% |
| 3M | -21.7% | -39.7% | +18.0% | -9.1% |
| 6M | +3.5% | -57.8% | +61.3% | +36.2% |
| YTD | +141.9% | +4.1% | +137.9% | +137.7% |
| 1Y | +189.8% | +20.8% | +169.0% | +172.6% |
| 3Y | +855.4% | +463.1% | +392.2% | +457.1% |
| 5Y | +869.2% | +302.3% | +566.9% | +515.8% |
| 10Y | +4,142.8% | +1,164.4% | +2,978.5% | +1,766.4% |
| All | +4,078.3% | +110.7% | +3,967.6% | +1,768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling