+104.3%
CEG vs MPC
+160.2%
-55.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -4.7% | -16.2% | +11.4% | -1.8% |
| 30D | -16.6% | -15.7% | -0.9% | -14.3% |
| 3M | -4.1% | +24.9% | -29.0% | -9.0% |
| 6M | -22.3% | +52.7% | -75.0% | -29.8% |
| YTD | -28.9% | +131.9% | -160.8% | -43.7% |
| 1Y | -28.5% | +96.6% | -125.1% | -40.2% |
| 3Y | +104.3% | +163.8% | -59.5% | +45.3% |
| All | +104.3% | +160.2% | -55.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling