+569.7%
CIEN vs MLM
+15.1%
+554.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -15.2% | -2.9% | -12.3% | -13.9% |
| 30D | -21.5% | -6.8% | -14.7% | -18.7% |
| 3M | -40.1% | -11.2% | -28.8% | -37.3% |
| 6M | -6.6% | -21.8% | +15.3% | +6.0% |
| YTD | +37.3% | -17.0% | +54.2% | +49.0% |
| 1Y | +174.5% | -16.4% | +190.9% | +196.0% |
| All | +569.7% | +15.1% | +554.6% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling