+518.2%
CEG vs MDB
-19.9%
+538.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.0% |
| 7D | -4.7% | -11.4% | +6.6% | -3.4% |
| 30D | -16.6% | -13.8% | -2.7% | -15.2% |
| 3M | -4.1% | -15.5% | +11.3% | -3.1% |
| 6M | -22.3% | +17.9% | -40.3% | -25.9% |
| YTD | -28.9% | -25.5% | -3.5% | -28.5% |
| 1Y | -28.5% | -12.1% | -16.4% | -30.0% |
| 3Y | +104.3% | -5.9% | +110.2% | +87.7% |
| All | +518.2% | -19.9% | +538.1% | +462.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling