+3.5%
MU vs CEG
-21.8%
+25.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.3% | +0.8% | +2.6% |
| 7D | -22.0% | -4.7% | -17.3% | -19.6% |
| 30D | -36.6% | -16.6% | -20.0% | -30.0% |
| 3M | -21.7% | -4.1% | -17.6% | -20.6% |
| 6M | +3.5% | -22.3% | +25.9% | +10.5% |
| All | +3.5% | -21.8% | +25.3% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling