+104.3%
CEG vs MLM
+18.7%
+85.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | -4.7% | -4.1% | -0.6% | -3.1% |
| 30D | -16.6% | +8.2% | -24.7% | -20.1% |
| 3M | -4.1% | -3.6% | -0.5% | -2.9% |
| 6M | -22.3% | -15.6% | -6.8% | -16.6% |
| YTD | -28.9% | -16.4% | -12.5% | -24.4% |
| 1Y | -28.5% | -14.3% | -14.1% | -24.9% |
| 3Y | +104.3% | +19.3% | +85.0% | +68.8% |
| All | +104.3% | +18.7% | +85.6% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling