+33.5%
CIEN vs MDLN
+15.3%
+18.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +18.4% | -27.6% | -6.6% |
| 7D | -25.0% | +24.7% | -49.7% | -22.5% |
| 30D | -30.1% | +12.7% | -42.8% | -28.0% |
| 3M | -33.8% | -4.0% | -29.8% | -32.6% |
| 6M | -49.4% | -8.7% | -40.8% | -47.2% |
| YTD | +16.4% | -3.9% | +20.3% | +18.5% |
| All | +33.5% | +15.3% | +18.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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