+606.9%
GEV vs MKC
-29.8%
+636.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.0% |
| 7D | -1.9% | -2.8% | +0.9% | -2.6% |
| 30D | -8.7% | -3.4% | -5.3% | -9.4% |
| 3M | +6.6% | +3.8% | +2.8% | +8.3% |
| 6M | +10.2% | -17.9% | +28.1% | +8.7% |
| YTD | +41.6% | -23.6% | +65.2% | +38.4% |
| 1Y | +43.9% | -23.1% | +67.0% | +40.9% |
| All | +606.9% | -29.8% | +636.7% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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