+104.3%
CEG vs MP
+114.3%
-10.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.7% | +3.7% |
| 7D | -4.7% | -10.5% | +5.8% | -3.4% |
| 30D | -16.6% | -23.5% | +7.0% | -13.9% |
| 3M | -4.1% | -25.4% | +21.3% | -0.8% |
| 6M | -22.3% | -51.3% | +28.9% | -16.3% |
| YTD | -28.9% | -29.9% | +1.0% | -27.0% |
| 1Y | -28.5% | -31.8% | +3.4% | -26.3% |
| 3Y | +104.3% | +127.0% | -22.7% | +68.9% |
| All | +104.3% | +114.3% | -10.1% | +68.9% |
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