-13.4%
CEG vs MDLN
-2.7%
-10.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.9% |
| 7D | +1.3% | -6.2% | +7.5% | +0.8% |
| 30D | +8.8% | +0.7% | +8.1% | +9.0% |
| 3M | +17.0% | -5.4% | +22.4% | +16.6% |
| 6M | -8.7% | -21.6% | +12.8% | -11.1% |
| YTD | -16.4% | -18.9% | +2.5% | -15.4% |
| All | -13.4% | -2.7% | -10.7% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling