+492.8%
CEG vs MP
-29.3%
+522.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -1.6% |
| 7D | -9.4% | -19.0% | +9.5% | -6.7% |
| 30D | -20.2% | -30.5% | +10.3% | -16.2% |
| 3M | -9.5% | -29.6% | +20.1% | -5.2% |
| 6M | -25.0% | -50.4% | +25.4% | -18.3% |
| YTD | -31.9% | -33.2% | +1.4% | -29.5% |
| 1Y | -33.7% | -38.6% | +4.9% | -30.7% |
| 3Y | +108.7% | +105.5% | +3.2% | +66.1% |
| All | +492.8% | -29.3% | +522.0% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling