-2.7%
CEG vs MDB
+18.3%
-21.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +4.8% |
| 7D | +8.0% | -17.4% | +25.5% | +7.9% |
| 30D | +12.9% | -2.0% | +15.0% | +12.8% |
| 3M | +13.2% | -3.0% | +16.2% | +13.4% |
| 6M | -7.0% | +48.7% | -55.7% | -9.3% |
| YTD | -15.0% | -12.1% | -2.9% | -11.8% |
| 1Y | -2.7% | +14.5% | -17.2% | -7.8% |
| All | -2.7% | +18.3% | -21.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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