-31.9%
CEG vs MXL
+276.5%
-308.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.1% | +4.4% | -5.5% |
| 7D | -4.8% | -24.3% | +19.6% | -2.1% |
| 30D | -8.2% | -46.1% | +37.9% | -2.6% |
| 3M | -7.9% | -21.8% | +13.9% | -6.1% |
| 6M | -23.2% | -27.2% | +4.0% | -22.8% |
| YTD | -30.1% | +226.2% | -256.3% | -46.3% |
| 1Y | -31.9% | +297.0% | -328.9% | -51.5% |
| All | -31.9% | +276.5% | -308.4% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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