+627.7%
GEV vs MCHP
-10.8%
+638.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +3.2% | +0.3% | +2.8% | +3.0% |
| 30D | -4.0% | -9.8% | +5.7% | -0.2% |
| 3M | +3.4% | -19.7% | +23.1% | +11.8% |
| 6M | +14.7% | +13.6% | +1.1% | +9.0% |
| YTD | +45.8% | +16.5% | +29.3% | +36.0% |
| 1Y | +57.4% | +15.7% | +41.7% | +46.6% |
| All | +627.7% | -10.8% | +638.4% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling