-19.8%
CEG vs MPC
+110.3%
-130.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.9% |
| 7D | +17.8% | +9.4% | +8.4% | +18.3% |
| 30D | -4.5% | -13.4% | +8.9% | -6.7% |
| 3M | +1.5% | +18.9% | -17.4% | +3.4% |
| 6M | -3.5% | +64.9% | -68.4% | +3.4% |
| YTD | -19.7% | +156.8% | -176.5% | -5.1% |
| 1Y | -19.8% | +113.2% | -133.0% | -6.5% |
| All | -19.8% | +110.3% | -130.0% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling