+606.9%
GEV vs MDT
+17.1%
+589.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -1.9% | -1.6% | -0.3% | -1.9% |
| 30D | -8.7% | +1.0% | -9.7% | -8.7% |
| 3M | +6.6% | +15.2% | -8.6% | +5.4% |
| 6M | +10.2% | +3.7% | +6.5% | +10.9% |
| YTD | +41.6% | -3.0% | +44.6% | +43.4% |
| 1Y | +43.9% | +2.5% | +41.4% | +44.6% |
| All | +606.9% | +17.1% | +589.8% | +604.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 5y: compounded portfolio wealth divided by compounded MDT 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…
5y analysis · Full analysis span regression · 6 months rolling