+78.2%
CIEN vs MLM
+2,776.8%
-2,698.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.2% | -10.1% | -12.5% |
| 7D | -34.0% | -1.2% | -32.7% | -33.6% |
| 30D | -48.0% | +7.9% | -55.9% | -50.3% |
| 3M | -43.5% | -4.5% | -39.1% | -42.5% |
| 6M | -57.6% | -12.6% | -45.0% | -55.5% |
| YTD | -1.3% | -14.9% | +13.6% | +5.0% |
| 1Y | +17.9% | -13.1% | +30.9% | +24.2% |
| 3Y | +425.8% | +21.2% | +404.5% | +362.2% |
| 5Y | +281.5% | +32.0% | +249.5% | +214.7% |
| 10Y | +1,099.0% | +195.3% | +903.7% | +466.4% |
| All | +78.2% | +2,776.8% | -2,698.6% | -81.2% |
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 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