+44.5%
CIEN vs MULL
+322.2%
-277.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.2% | +0.6% | -3.1% |
| 7D | +15.3% | +24.5% | -9.3% | +8.1% |
| 30D | -22.0% | -35.5% | +13.5% | -13.4% |
| 3M | -36.6% | -44.8% | +8.2% | -27.7% |
| 6M | -51.5% | -45.5% | -6.0% | -49.4% |
| YTD | +20.0% | +232.5% | -212.6% | -30.9% |
| 1Y | +44.5% | +343.3% | -298.8% | -26.1% |
| All | +44.5% | +322.2% | -277.7% | -26.1% |
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