-16.1%
CEG vs MP
-35.6%
+19.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.6% |
| 7D | +12.1% | +9.5% | +2.6% | +9.9% |
| 30D | +0.2% | -3.0% | +3.2% | +0.7% |
| 3M | +0.7% | -30.4% | +31.1% | +7.3% |
| 6M | +2.2% | -39.2% | +41.4% | +10.5% |
| YTD | -20.3% | -23.3% | +2.9% | -23.0% |
| 1Y | -16.1% | -32.6% | +16.6% | -14.8% |
| All | -16.1% | -35.6% | +19.5% | -14.8% |
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