+507.8%
CEG vs MP
-24.7%
+532.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.1% | -1.6% | -6.0% |
| 7D | -4.8% | -12.5% | +7.8% | -3.0% |
| 30D | -8.2% | -23.3% | +15.2% | -4.8% |
| 3M | -7.9% | -24.4% | +16.4% | -4.5% |
| 6M | -23.2% | -45.8% | +22.5% | -17.4% |
| YTD | -30.1% | -28.9% | -1.2% | -28.3% |
| 1Y | -31.9% | -34.6% | +2.7% | -29.4% |
| 3Y | +114.0% | +118.7% | -4.7% | +68.9% |
| All | +507.8% | -24.7% | +532.5% | +441.0% |
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