+492.6%
GEV vs MCD
+5.7%
+487.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.3% |
| 7D | -9.8% | +7.1% | -16.9% | -7.5% |
| 30D | -22.3% | +19.8% | -42.1% | -17.9% |
| 3M | -22.6% | +0.8% | -23.4% | -21.4% |
| 6M | -30.7% | -1.3% | -29.4% | -29.6% |
| YTD | +18.7% | -7.8% | +26.5% | +19.8% |
| 1Y | +41.0% | -5.0% | +46.0% | +42.7% |
| All | +492.6% | +5.7% | +487.0% | +609.0% |
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