+72.1%
MA vs CEG
+114.1%
-42.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.6% |
| 7D | +2.3% | -4.7% | +7.0% | +2.4% |
| 30D | +14.7% | -16.6% | +31.2% | +15.3% |
| 3M | +13.5% | -4.1% | +17.6% | +13.5% |
| 6M | +33.1% | -22.3% | +55.4% | +34.3% |
| YTD | +15.1% | -28.9% | +44.0% | +16.5% |
| 1Y | +18.7% | -28.5% | +47.2% | +20.0% |
| 3Y | +72.1% | +104.3% | -32.2% | +56.1% |
| All | +72.1% | +114.1% | -42.1% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling