-31.9%
CEG vs MLM
-11.4%
-20.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -7.4% |
| 7D | -4.8% | +9.1% | -13.9% | -7.6% |
| 30D | -8.2% | +14.6% | -22.8% | -12.5% |
| 3M | -7.9% | +0.3% | -8.2% | -8.0% |
| 6M | -23.2% | -7.5% | -15.8% | -21.7% |
| YTD | -30.1% | -10.2% | -19.9% | -32.0% |
| 1Y | -31.9% | -10.5% | -21.4% | -33.4% |
| All | -31.9% | -11.4% | -20.5% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling