+48.9%
CIEN vs MULL
+444.9%
-396.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.8% | +4.5% | -5.6% |
| 7D | -25.0% | -35.9% | +10.9% | -15.6% |
| 30D | -30.1% | -47.3% | +17.2% | -17.6% |
| 3M | -33.8% | -30.6% | -3.2% | -27.6% |
| 6M | -49.4% | +13.7% | -63.1% | -56.3% |
| YTD | +16.4% | +272.1% | -255.7% | -35.6% |
| 1Y | +48.9% | +475.1% | -426.2% | -31.1% |
| All | +48.9% | +444.9% | -396.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling