+57.4%
GEV vs MCD
-16.5%
+73.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.5% |
| 7D | +3.2% | -2.9% | +6.0% | +1.7% |
| 30D | -4.0% | -6.7% | +2.7% | -7.0% |
| 3M | +3.4% | -9.6% | +13.0% | -0.4% |
| 6M | +14.7% | -22.3% | +37.0% | +4.3% |
| YTD | +45.8% | -15.4% | +61.2% | +40.0% |
| 1Y | +57.4% | -16.8% | +74.2% | +48.7% |
| All | +57.4% | -16.5% | +73.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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