+376.5%
CIEN vs MULL
+2,620.5%
-2,243.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -2.3% |
| 7D | -4.6% | +14.8% | -19.3% | -8.1% |
| 30D | -12.8% | +36.6% | -49.4% | -19.7% |
| 3M | -23.1% | -8.9% | -14.2% | -27.5% |
| 6M | +6.1% | +311.9% | -305.8% | -37.9% |
| YTD | +44.5% | +579.8% | -535.3% | -28.8% |
| 1Y | +176.6% | +2,421.5% | -2,244.9% | -7.5% |
| All | +376.5% | +2,620.5% | -2,243.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling