+562.3%
CEG vs MDT
+10.3%
+552.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.9% |
| 7D | +1.7% | +2.7% | -1.1% | +1.4% |
| 30D | -10.2% | +14.8% | -25.0% | -11.6% |
| 3M | -0.8% | +14.6% | -15.4% | -2.4% |
| 6M | -11.5% | +35.7% | -47.3% | -15.2% |
| YTD | -23.9% | +8.5% | -32.3% | -24.7% |
| 1Y | -25.4% | +13.3% | -38.7% | -26.8% |
| 3Y | +124.2% | +58.6% | +65.6% | +96.2% |
| All | +562.3% | +10.3% | +552.0% | +554.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling