+51.3%
GEV vs MCHP
+17.6%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | 0.0% | +2.1% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -7.9% | -6.0% | -1.9% | -5.5% |
| 3M | +5.6% | -19.7% | +25.3% | +15.5% |
| 6M | +13.1% | +14.0% | -1.0% | +7.7% |
| YTD | +46.7% | +18.4% | +28.3% | +35.1% |
| 1Y | +51.3% | +17.1% | +34.2% | +39.7% |
| All | +51.3% | +17.6% | +33.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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