+95.9%
CEG vs MLM
+20.9%
+74.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -0.1% |
| 7D | -9.4% | -1.2% | -8.2% | -9.1% |
| 30D | -20.2% | +7.9% | -28.2% | -23.4% |
| 3M | -9.5% | -4.5% | -5.0% | -7.8% |
| 6M | -25.0% | -12.6% | -12.3% | -20.6% |
| YTD | -31.9% | -14.9% | -17.0% | -28.1% |
| 1Y | -33.7% | -13.1% | -20.6% | -30.7% |
| All | +95.9% | +20.9% | +74.9% | +60.6% |
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