-13.2%
MCHP vs CEG
+135.3%
-148.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | +5.7% | +12.1% | -6.4% | +2.7% |
| 30D | -13.4% | +0.2% | -13.7% | -13.6% |
| 3M | -20.1% | +0.7% | -20.8% | -20.7% |
| 6M | -35.5% | +2.2% | -37.8% | -36.2% |
| YTD | -1.6% | -20.3% | +18.8% | +2.0% |
| 1Y | +15.5% | -16.1% | +31.6% | +17.8% |
| 3Y | -13.2% | +134.7% | -147.9% | -32.3% |
| All | -13.2% | +135.3% | -148.5% | -32.3% |
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