+510.2%
GEV vs MCD
+7.8%
+502.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.8% |
| 7D | -13.2% | +7.3% | -20.5% | -11.0% |
| 30D | -20.6% | +20.0% | -40.6% | -16.0% |
| 3M | -19.5% | +3.8% | -23.3% | -17.6% |
| 6M | -23.3% | +3.8% | -27.0% | -21.3% |
| YTD | +22.2% | -5.9% | +28.1% | +24.1% |
| 1Y | +37.8% | -3.2% | +41.0% | +40.2% |
| All | +510.2% | +7.8% | +502.4% | +634.4% |
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