+632.4%
GEV vs MCO
+22.7%
+609.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +1.6% | -3.8% | +5.4% | +2.8% |
| 30D | -7.9% | -0.4% | -7.6% | -8.1% |
| 3M | +5.6% | +7.7% | -2.1% | +1.6% |
| 6M | +13.1% | +7.0% | +6.1% | +8.4% |
| YTD | +46.7% | -6.4% | +53.1% | +49.2% |
| 1Y | +51.3% | -7.6% | +58.9% | +54.8% |
| All | +632.4% | +22.7% | +609.7% | +472.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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