+582.9%
CEG vs MLM
+37.3%
+545.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.5% | +8.0% | +9.3% |
| 7D | +7.3% | -3.8% | +11.2% | +9.1% |
| 30D | -7.4% | +11.0% | -18.4% | -12.1% |
| 3M | +2.5% | -3.1% | +5.5% | +3.6% |
| 6M | -8.8% | -9.8% | +1.0% | -5.2% |
| YTD | -21.5% | -14.4% | -7.1% | -17.2% |
| 1Y | -22.5% | -12.6% | -10.0% | -19.1% |
| 3Y | +133.3% | +19.7% | +113.6% | +107.1% |
| All | +582.9% | +37.3% | +545.6% | +435.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling