+626.9%
CEG vs MDT
-1.0%
+628.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +8.8% | +2.8% | +6.1% | +8.4% |
| 3M | +17.0% | +13.1% | +3.9% | +14.8% |
| 6M | -8.7% | +2.3% | -11.1% | -9.0% |
| YTD | -16.4% | -2.7% | -13.7% | -16.3% |
| 1Y | -1.8% | +0.9% | -2.6% | -2.4% |
| 3Y | +175.8% | +26.8% | +149.0% | +155.1% |
| All | +626.9% | -1.0% | +628.0% | +627.7% |
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