-7.0%
CEG vs MPC
+84.6%
-91.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +8.0% | +5.4% | +2.6% | +8.8% |
| 30D | +12.9% | +31.0% | -18.0% | +17.0% |
| 3M | +13.2% | +46.0% | -32.9% | +19.7% |
| 6M | -7.0% | +77.3% | -84.3% | +0.3% |
| All | -7.0% | +84.6% | -91.5% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling