+562.3%
CEG vs MDB
-15.0%
+577.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | -10.2% | -14.0% | +3.8% | -8.7% |
| 3M | -0.8% | -20.3% | +19.5% | +1.0% |
| 6M | -11.5% | +10.9% | -22.4% | -14.7% |
| YTD | -23.9% | -20.9% | -3.0% | -23.9% |
| 1Y | -25.4% | -11.2% | -14.2% | -27.0% |
| 3Y | +124.2% | -11.9% | +136.1% | +107.3% |
| All | +562.3% | -15.0% | +577.3% | +498.9% |
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