+304.6%
CIEN vs MLM
+23.5%
+281.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.4% |
| 7D | -24.1% | -4.1% | -20.0% | -22.4% |
| 30D | -45.5% | +8.2% | -53.7% | -48.0% |
| 3M | -39.7% | -3.6% | -36.1% | -38.9% |
| 6M | -57.8% | -15.6% | -42.2% | -54.6% |
| YTD | +4.1% | -16.4% | +20.5% | +12.4% |
| 1Y | +20.8% | -14.3% | +35.2% | +28.9% |
| 3Y | +463.1% | +19.3% | +443.8% | +385.6% |
| All | +304.6% | +23.5% | +281.0% | +216.2% |
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