-3.5%
CEG vs MDY
+0.7%
-4.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +4.6% |
| 7D | +17.8% | +3.0% | +14.8% | +12.9% |
| 30D | -4.5% | +0.8% | -5.3% | -6.1% |
| 3M | +1.5% | -5.1% | +6.6% | +9.2% |
| 6M | -3.5% | +1.2% | -4.7% | -8.2% |
| All | -3.5% | +0.7% | -4.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · 6 months rolling