+620.7%
GEV vs MCD
-2.3%
+623.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.3% |
| 7D | +3.3% | -2.8% | +6.1% | +2.6% |
| 30D | -7.5% | -6.0% | -1.4% | -8.7% |
| 3M | -2.2% | -5.6% | +3.4% | -3.2% |
| 6M | +12.1% | -21.9% | +33.9% | +8.0% |
| YTD | +44.4% | -14.7% | +59.1% | +41.3% |
| 1Y | +57.7% | -17.3% | +74.9% | +54.0% |
| All | +620.7% | -2.3% | +623.0% | +736.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling