+639.5%
CEG vs MP
+14.3%
+625.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.7% |
| 7D | +8.0% | -2.9% | +10.9% | +8.4% |
| 30D | +12.9% | +13.8% | -0.9% | +10.9% |
| 3M | +13.2% | -16.7% | +29.9% | +15.2% |
| 6M | -7.0% | -11.5% | +4.5% | -6.7% |
| YTD | -15.0% | +7.9% | -22.9% | -17.5% |
| 1Y | -2.7% | -15.0% | +12.3% | -3.8% |
| 3Y | +184.1% | +153.5% | +30.6% | +122.5% |
| All | +639.5% | +14.3% | +625.2% | +522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling