+187.4%
CEG vs MPC
+181.4%
+6.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | +5.4% | +2.6% | +6.9% |
| 30D | +12.9% | +31.0% | -18.0% | +6.9% |
| 3M | +13.2% | +46.0% | -32.9% | +4.4% |
| 6M | -7.0% | +77.3% | -84.3% | -18.8% |
| YTD | -15.0% | +141.9% | -156.9% | -32.8% |
| 1Y | -2.7% | +120.9% | -123.6% | -21.2% |
| All | +187.4% | +181.4% | +6.0% | +103.2% |
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