-2.7%
CEG vs MP
-17.4%
+14.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.7% |
| 7D | +8.0% | -2.9% | +10.9% | +8.5% |
| 30D | +12.9% | +13.8% | -0.9% | +10.7% |
| 3M | +13.2% | -16.7% | +29.9% | +15.4% |
| 6M | -7.0% | -11.5% | +4.5% | -6.7% |
| YTD | -15.0% | +7.9% | -22.9% | -18.2% |
| 1Y | -2.7% | -15.0% | +12.3% | -0.4% |
| All | -2.7% | -17.4% | +14.7% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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