+1,362.4%
MU vs CEG
+186.0%
+1,176.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +3.9% |
| 7D | +9.0% | +8.0% | +1.0% | +5.3% |
| 30D | +13.8% | +12.9% | +0.9% | +7.8% |
| 3M | +2.1% | +13.2% | -11.1% | -2.7% |
| 6M | +153.8% | -7.0% | +160.8% | +158.8% |
| YTD | +256.4% | -15.0% | +271.4% | +274.2% |
| 1Y | +719.8% | -2.7% | +722.5% | +709.2% |
| All | +1,362.4% | +186.0% | +1,176.4% | +862.2% |
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 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