+189.8%
MU vs CEG
-30.4%
+220.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +3.1% |
| 7D | -22.0% | -4.7% | -17.3% | -20.0% |
| 30D | -36.6% | -16.6% | -20.0% | -31.1% |
| 3M | -21.7% | -4.1% | -17.6% | -20.4% |
| 6M | +3.5% | -22.3% | +25.9% | +13.0% |
| YTD | +141.9% | -28.9% | +170.9% | +175.1% |
| 1Y | +189.8% | -28.5% | +218.3% | +226.2% |
| All | +189.8% | -30.4% | +220.2% | +226.2% |
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