+344.2%
CIEN vs MLM
+27.9%
+316.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +9.4% |
| 7D | -5.3% | -3.8% | -1.4% | -3.1% |
| 30D | -40.1% | +11.0% | -51.1% | -43.6% |
| 3M | -34.7% | -3.1% | -31.6% | -33.9% |
| 6M | -50.9% | -9.8% | -41.1% | -49.1% |
| YTD | +15.2% | -14.4% | +29.5% | +22.9% |
| 1Y | +35.2% | -12.6% | +47.7% | +42.8% |
| 3Y | +522.6% | +19.7% | +502.8% | +436.8% |
| 5Y | +344.2% | +29.8% | +314.5% | +241.5% |
| All | +344.2% | +27.9% | +316.3% | +241.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling