+639.5%
CEG vs MPC
+472.5%
+167.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | +5.4% | +2.6% | +6.6% |
| 30D | +12.9% | +31.0% | -18.0% | +5.4% |
| 3M | +13.2% | +46.0% | -32.9% | +2.3% |
| 6M | -7.0% | +77.3% | -84.3% | -21.1% |
| YTD | -15.0% | +141.9% | -156.9% | -35.1% |
| 1Y | -2.7% | +120.9% | -123.6% | -23.8% |
| 3Y | +184.1% | +182.7% | +1.4% | +97.0% |
| All | +639.5% | +472.5% | +167.0% | +328.2% |
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 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