+134.7%
CEG vs MDB
-11.2%
+145.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | +12.1% | +6.8% | +5.3% | +11.1% |
| 30D | +0.2% | -6.2% | +6.4% | +1.0% |
| 3M | +0.7% | -29.2% | +30.0% | +4.7% |
| 6M | +2.2% | +10.3% | -8.1% | -2.3% |
| YTD | -20.3% | -20.4% | 0.0% | -20.1% |
| 1Y | -16.1% | -4.8% | -11.3% | -19.6% |
| 3Y | +134.7% | -11.6% | +146.3% | +104.9% |
| All | +134.7% | -11.2% | +145.9% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling