+620.7%
GEV vs MDB
+3.0%
+617.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | +3.3% | -17.4% | +20.7% | +6.2% |
| 30D | -7.5% | -2.0% | -5.4% | -7.8% |
| 3M | -2.2% | -3.0% | +0.8% | -2.8% |
| 6M | +12.1% | +48.7% | -36.6% | +0.3% |
| YTD | +44.4% | -12.1% | +56.5% | +43.9% |
| 1Y | +57.7% | +14.5% | +43.2% | +47.2% |
| All | +620.7% | +3.0% | +617.7% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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