+579.5%
CEG vs MDB
-13.4%
+593.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.4% |
| 7D | +11.8% | +3.0% | +8.8% | +11.4% |
| 30D | -6.5% | -11.3% | +4.8% | -5.3% |
| 3M | -1.2% | -23.0% | +21.9% | +1.1% |
| 6M | -8.0% | +14.8% | -22.8% | -11.7% |
| YTD | -21.9% | -19.4% | -2.5% | -22.1% |
| 1Y | -21.4% | -9.0% | -12.5% | -23.4% |
| 3Y | +130.0% | -10.3% | +140.3% | +112.3% |
| All | +579.5% | -13.4% | +593.0% | +513.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling