-27.6%
CEG vs MDLN
+15.3%
-42.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +18.4% | -25.1% | -4.5% |
| 7D | -4.8% | +24.7% | -29.4% | -2.1% |
| 30D | -8.2% | +12.7% | -20.9% | -6.2% |
| 3M | -7.9% | -4.0% | -3.9% | -8.2% |
| 6M | -23.2% | -8.7% | -14.5% | -23.6% |
| YTD | -30.1% | -3.9% | -26.2% | -27.5% |
| All | -27.6% | +15.3% | -42.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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