-1.8%
CEG vs MDT
+2.2%
-3.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +8.8% | +2.8% | +6.1% | +9.0% |
| 3M | +17.0% | +13.1% | +3.9% | +17.6% |
| 6M | -8.7% | +2.3% | -11.1% | -10.3% |
| YTD | -16.4% | -2.7% | -13.7% | -19.4% |
| 1Y | -1.8% | +0.9% | -2.6% | -2.6% |
| All | -1.8% | +2.2% | -3.9% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling