+643.2%
GEV vs MKC
-28.7%
+671.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.0% |
| 7D | +8.1% | -4.3% | +12.4% | +6.9% |
| 30D | -1.9% | -2.0% | +0.1% | -2.3% |
| 3M | +4.1% | +10.0% | -5.9% | +7.0% |
| 6M | +23.2% | -18.5% | +41.7% | +21.6% |
| YTD | +48.9% | -22.4% | +71.3% | +46.1% |
| 1Y | +62.2% | -23.6% | +85.8% | +59.0% |
| All | +643.2% | -28.7% | +671.8% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling