-21.4%
CEG vs MDB
-9.5%
-12.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.6% |
| 7D | +11.8% | +3.0% | +8.8% | +11.7% |
| 30D | -6.5% | -11.3% | +4.8% | -6.7% |
| 3M | -1.2% | -23.0% | +21.9% | -1.5% |
| 6M | -8.0% | +14.8% | -22.8% | -7.5% |
| YTD | -21.9% | -19.4% | -2.5% | -19.6% |
| 1Y | -21.4% | -9.0% | -12.5% | -20.3% |
| All | -21.4% | -9.5% | -12.0% | -20.3% |
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