-31.9%
CEG vs MDB
-8.5%
-23.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.7% |
| 7D | -4.8% | -16.5% | +11.7% | -5.0% |
| 30D | -8.2% | -8.6% | +0.4% | -8.1% |
| 3M | -7.9% | -13.6% | +5.7% | -7.8% |
| 6M | -23.2% | +24.1% | -47.3% | -23.1% |
| YTD | -30.1% | -21.8% | -8.4% | -28.0% |
| 1Y | -31.9% | -7.7% | -24.2% | -31.5% |
| All | -31.9% | -8.5% | -23.4% | -31.5% |
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