-16.1%
CEG vs MDLN
-7.1%
-9.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -4.8% | -11.1% | +6.3% | -5.7% |
| 30D | +2.3% | -8.4% | +10.7% | +1.6% |
| 3M | +15.6% | -12.4% | +28.0% | +14.4% |
| 6M | -5.0% | -23.3% | +18.3% | -7.3% |
| YTD | -19.0% | -22.5% | +3.5% | -18.3% |
| All | -16.1% | -7.1% | -9.1% | -14.0% |
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