-25.4%
CEG vs MP
-40.8%
+15.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.2% |
| 7D | +1.7% | -3.6% | +5.3% | +2.5% |
| 30D | -10.2% | -21.0% | +10.8% | -5.9% |
| 3M | -0.8% | -33.3% | +32.5% | +6.9% |
| 6M | -11.5% | -45.9% | +34.4% | -1.8% |
| YTD | -23.9% | -27.8% | +4.0% | -25.7% |
| 1Y | -25.4% | -43.2% | +17.8% | -19.3% |
| All | -25.4% | -40.8% | +15.4% | -19.3% |
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