+0.6%
CEG vs MDB
+9.1%
-8.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | 0.0% |
| 7D | +6.7% | -18.0% | +24.7% | +6.5% |
| 30D | +11.0% | -10.7% | +21.7% | +10.8% |
| 3M | +19.5% | +1.0% | +18.5% | +19.6% |
| 6M | -5.9% | +31.6% | -37.5% | -7.2% |
| YTD | -15.0% | -15.2% | +0.2% | -11.8% |
| 1Y | +0.6% | +10.1% | -9.5% | -4.3% |
| All | +0.6% | +9.1% | -8.5% | -4.3% |
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