+52.4%
GEV vs MP
-35.7%
+88.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -7.6% |
| 7D | -5.1% | -12.5% | +7.4% | -0.9% |
| 30D | -15.8% | -23.3% | +7.5% | -8.4% |
| 3M | -18.2% | -24.4% | +6.2% | -11.6% |
| 6M | -22.4% | -45.8% | +23.4% | -8.0% |
| YTD | +27.7% | -28.9% | +56.7% | +32.8% |
| 1Y | +52.4% | -34.6% | +86.9% | +61.0% |
| All | +52.4% | -35.7% | +88.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling