+492.8%
CEG vs MPC
+455.4%
+37.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.6% |
| 7D | -9.4% | -12.8% | +3.3% | -6.5% |
| 30D | -20.2% | -12.7% | -7.5% | -18.0% |
| 3M | -9.5% | +27.1% | -36.5% | -15.5% |
| 6M | -25.0% | +45.8% | -70.8% | -32.9% |
| YTD | -31.9% | +134.7% | -166.6% | -48.0% |
| 1Y | -33.7% | +106.0% | -139.7% | -47.3% |
| 3Y | +108.7% | +165.5% | -56.8% | +46.5% |
| All | +492.8% | +455.4% | +37.3% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling