-26.9%
CIEN vs MDLN
+3.5%
-30.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.2% | +11.5% | +5.2% |
| 7D | -5.3% | -1.2% | -4.1% | -5.6% |
| 30D | -17.2% | -1.5% | -15.7% | -17.8% |
| 3M | -26.9% | +2.6% | -29.5% | -18.7% |
| All | -26.9% | +3.5% | -30.4% | -18.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling