+639.7%
CEG vs MDT
-0.5%
+640.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +11.0% | +6.0% | +5.0% | +10.1% |
| 3M | +19.5% | +15.5% | +4.0% | +16.9% |
| 6M | -5.9% | +3.4% | -9.2% | -6.3% |
| YTD | -15.0% | -2.2% | -12.8% | -14.9% |
| 1Y | +0.6% | +2.6% | -1.9% | -0.3% |
| 3Y | +180.6% | +27.5% | +153.1% | +159.4% |
| All | +639.7% | -0.5% | +640.2% | +639.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling