+265.1%
MU vs CEG
-33.0%
+298.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.7% | -0.3% | -4.0% |
| 7D | -19.1% | -4.8% | -14.3% | -17.2% |
| 30D | -25.2% | -8.2% | -17.1% | -22.6% |
| 3M | -10.9% | -7.9% | -3.0% | -7.9% |
| 6M | +38.0% | -23.2% | +61.2% | +51.2% |
| YTD | +178.8% | -30.1% | +209.0% | +219.2% |
| 1Y | +265.1% | -31.9% | +297.0% | +322.4% |
| All | +265.1% | -33.0% | +298.1% | +322.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling