There's "iCloud" and "On my mac", but not "from my mac".
Settings>icloud. Assuming you have already set up the connection to icloud (ID, password), then turn on Calendars on that screen.
If they don't appear, then log into icloud.com using a computer's browser and look at the calendars page. If empty, then you are not syncing calendars from your device to icloud. If there, then be sure Calendars is turned on in Settings>iCloud or System Preferences>iCloud.
Thanks, but this doesn't help. I don't have the missing calendar on iCloud. As I said, it now only appears on my iPhone5 in the list of calendars titled "From My Mac" (as opposed to the list titled "iCloud") found when I open my Calendar and click on the "Calendars" button at the top of the window.