+995.4%
MU vs CEG
+130.7%
+864.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.6% | +9.3% | +10.7% |
| 7D | +2.0% | +11.8% | -9.8% | -2.7% |
| 30D | -18.0% | -6.5% | -11.4% | -15.4% |
| 3M | -6.6% | -1.2% | -5.4% | -6.5% |
| 6M | +2.0% | -8.0% | +10.1% | +5.1% |
| YTD | +184.5% | -21.9% | +206.4% | +208.7% |
| 1Y | +236.9% | -21.4% | +258.3% | +264.2% |
| All | +995.4% | +130.7% | +864.6% | +691.0% |
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