+88.5%
MA vs CEG
+651.0%
-562.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | -1.8% | +11.8% | -13.6% | -2.8% |
| 30D | +11.0% | -6.5% | +17.5% | +11.5% |
| 3M | +17.9% | -1.2% | +19.0% | +17.6% |
| 6M | +33.2% | -8.0% | +41.2% | +33.5% |
| YTD | +16.5% | -21.9% | +38.4% | +18.3% |
| 1Y | +19.1% | -21.4% | +40.5% | +20.6% |
| 3Y | +70.6% | +130.0% | -59.4% | +32.2% |
| All | +88.5% | +651.0% | -562.6% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling