+562.3%
CEG vs MP
-23.6%
+585.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.5% |
| 7D | +1.7% | -3.6% | +5.3% | +2.3% |
| 30D | -10.2% | -21.0% | +10.8% | -7.2% |
| 3M | -0.8% | -33.3% | +32.5% | +4.6% |
| 6M | -11.5% | -45.9% | +34.4% | -4.7% |
| YTD | -23.9% | -27.8% | +4.0% | -22.0% |
| 1Y | -25.4% | -43.2% | +17.8% | -21.2% |
| 3Y | +124.2% | +144.0% | -19.9% | +73.9% |
| All | +562.3% | -23.6% | +585.9% | +488.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling