+163.9%
CEG vs MXL
+222.8%
-58.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -1.5% |
| 7D | -4.8% | +18.9% | -23.6% | -7.1% |
| 30D | +2.3% | +0.3% | +2.0% | +1.8% |
| 3M | +15.6% | -8.0% | +23.6% | +13.3% |
| 6M | -5.0% | +341.2% | -346.3% | -34.6% |
| YTD | -19.0% | +327.8% | -346.9% | -44.1% |
| 1Y | -10.0% | +364.9% | -374.9% | -39.6% |
| 3Y | +163.9% | +229.2% | -65.3% | +85.3% |
| All | +163.9% | +222.8% | -58.9% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling