+95.9%
CEG vs MP
+104.2%
-8.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -1.7% |
| 7D | -9.4% | -19.0% | +9.5% | -7.0% |
| 30D | -20.2% | -30.5% | +10.3% | -16.7% |
| 3M | -9.5% | -29.6% | +20.1% | -5.7% |
| 6M | -25.0% | -50.4% | +25.4% | -19.2% |
| YTD | -31.9% | -33.2% | +1.4% | -29.6% |
| 1Y | -33.7% | -38.6% | +4.9% | -30.9% |
| All | +95.9% | +104.2% | -8.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling