-11.9%
CEG vs MDLN
+4.5%
-16.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +8.0% | +3.7% | +4.3% | +8.4% |
| 30D | +12.9% | -0.2% | +13.1% | +12.7% |
| 3M | +13.2% | +6.2% | +7.0% | +14.1% |
| 6M | -7.0% | -14.7% | +7.7% | -8.6% |
| YTD | -15.0% | -12.9% | -2.1% | -13.4% |
| All | -11.9% | +4.5% | -16.5% | -8.8% |
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