-17.5%
CEG vs MDLN
+12.8%
-30.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.9% |
| 7D | +12.1% | -0.4% | +12.5% | +12.0% |
| 30D | +0.2% | +9.9% | -9.6% | +2.1% |
| 3M | +0.7% | +10.9% | -10.2% | +2.4% |
| 6M | +2.2% | +2.0% | +0.3% | +3.4% |
| YTD | -20.3% | -6.0% | -14.3% | -17.6% |
| All | -17.5% | +12.8% | -30.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling