-23.1%
CEG vs MDB
-9.9%
-13.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.6% | +5.8% | +10.4% |
| 7D | +7.3% | -0.9% | +8.2% | +7.3% |
| 30D | -7.4% | -15.2% | +7.8% | -7.6% |
| 3M | +2.5% | -17.9% | +20.4% | +2.4% |
| 6M | -8.8% | +9.3% | -18.1% | -8.2% |
| YTD | -21.5% | -22.0% | +0.5% | -19.2% |
| All | -23.1% | -9.9% | -13.2% | -22.0% |
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