+639.7%
CEG vs MDB
-8.9%
+648.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | +6.7% | -18.0% | +24.7% | +8.9% |
| 30D | +11.0% | -10.7% | +21.7% | +12.0% |
| 3M | +19.5% | +1.0% | +18.5% | +18.3% |
| 6M | -5.9% | +31.6% | -37.5% | -11.2% |
| YTD | -15.0% | -15.2% | +0.2% | -15.3% |
| 1Y | +0.6% | +10.1% | -9.5% | -4.0% |
| 3Y | +180.6% | -5.6% | +186.3% | +158.2% |
| All | +639.7% | -8.9% | +648.5% | +566.5% |
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 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