+643.2%
GEV vs MCD
-2.3%
+645.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +8.1% | -2.0% | +10.1% | +7.6% |
| 30D | -1.9% | -6.1% | +4.2% | -3.2% |
| 3M | +4.1% | -7.3% | +11.3% | +2.7% |
| 6M | +23.2% | -20.9% | +44.1% | +18.9% |
| YTD | +48.9% | -14.7% | +63.6% | +45.7% |
| 1Y | +62.2% | -16.1% | +78.3% | +58.6% |
| All | +643.2% | -2.3% | +645.4% | +762.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling