+7.6%
MCHP vs CEG
+717.3%
-709.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.4% | +0.2% |
| 7D | +1.7% | +8.0% | -6.3% | -0.4% |
| 30D | -4.1% | +12.9% | -17.0% | -7.1% |
| 3M | -22.5% | +13.2% | -35.7% | -24.9% |
| 6M | +7.3% | -7.0% | +14.3% | +8.2% |
| YTD | +18.4% | -15.0% | +33.4% | +21.5% |
| 1Y | +18.1% | -2.7% | +20.9% | +16.0% |
| 3Y | -2.8% | +184.1% | -186.9% | -34.8% |
| All | +7.6% | +717.3% | -709.7% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling