+518.2%
CEG vs MPC
+448.7%
+69.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -4.7% | -16.2% | +11.4% | -0.7% |
| 30D | -16.6% | -15.7% | -0.9% | -13.5% |
| 3M | -4.1% | +24.9% | -29.0% | -10.2% |
| 6M | -22.3% | +52.7% | -75.0% | -31.5% |
| YTD | -28.9% | +131.9% | -160.8% | -45.6% |
| 1Y | -28.5% | +96.6% | -125.1% | -42.3% |
| 3Y | +104.3% | +163.8% | -59.5% | +43.5% |
| All | +518.2% | +448.7% | +69.5% | +259.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling