+111.2%
CEG vs MDT
+56.4%
+54.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +3.9% |
| 7D | -4.7% | +5.4% | -10.2% | -4.1% |
| 30D | -16.6% | +19.1% | -35.6% | -15.0% |
| 3M | -4.1% | +19.5% | -23.6% | -2.3% |
| 6M | -22.3% | +33.5% | -55.8% | -20.2% |
| YTD | -28.9% | +8.7% | -37.6% | -28.6% |
| 1Y | -28.5% | +16.8% | -45.2% | -27.4% |
| All | +111.2% | +56.4% | +54.8% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling