+639.5%
CEG vs MDB
-5.6%
+645.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.1% | +9.0% | +5.4% |
| 7D | +8.0% | -17.4% | +25.5% | +10.2% |
| 30D | +12.9% | -2.0% | +15.0% | +12.7% |
| 3M | +13.2% | -3.0% | +16.2% | +12.6% |
| 6M | -7.0% | +48.7% | -55.7% | -13.7% |
| YTD | -15.0% | -12.1% | -2.9% | -15.7% |
| 1Y | -2.7% | +14.5% | -17.2% | -7.6% |
| 3Y | +184.1% | -6.1% | +190.2% | +161.3% |
| All | +639.5% | -5.6% | +645.0% | +563.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling