+626.9%
CEG vs MXL
+13.5%
+613.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -2.8% |
| 7D | +1.3% | +19.0% | -17.7% | -1.2% |
| 30D | +8.8% | +4.5% | +4.4% | +7.7% |
| 3M | +17.0% | -1.5% | +18.5% | +13.5% |
| 6M | -8.7% | +348.6% | -357.3% | -36.2% |
| YTD | -16.4% | +310.3% | -326.7% | -40.7% |
| 1Y | -1.8% | +344.7% | -346.5% | -32.0% |
| 3Y | +175.8% | +211.2% | -35.4% | +86.7% |
| All | +626.9% | +13.5% | +613.5% | +424.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling