+147.9%
CIEN vs MLM
+2,705.6%
-2,557.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -15.2% | -2.9% | -12.3% | -13.8% |
| 30D | -21.5% | -6.8% | -14.7% | -18.6% |
| 3M | -40.1% | -11.2% | -28.8% | -37.2% |
| 6M | -6.6% | -21.8% | +15.3% | +5.1% |
| YTD | +37.3% | -17.0% | +54.2% | +48.7% |
| 1Y | +174.5% | -16.4% | +190.9% | +195.9% |
| 3Y | +562.3% | +14.5% | +547.8% | +500.9% |
| 5Y | +463.9% | +41.7% | +422.2% | +349.5% |
| 10Y | +1,302.4% | +200.0% | +1,102.3% | +557.3% |
| All | +147.9% | +2,705.6% | -2,557.8% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling