+639.5%
CEG vs MXL
-0.4%
+639.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.5% | -0.7% | +4.1% |
| 7D | +8.0% | +1.6% | +6.4% | +7.8% |
| 30D | +12.9% | -7.0% | +19.9% | +13.6% |
| 3M | +13.2% | -33.4% | +46.6% | +16.1% |
| 6M | -7.0% | +260.2% | -267.1% | -32.6% |
| YTD | -15.0% | +260.0% | -275.0% | -38.5% |
| 1Y | -2.7% | +303.5% | -306.2% | -31.8% |
| 3Y | +184.1% | +160.4% | +23.6% | +97.4% |
| All | +639.5% | -0.4% | +639.9% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling