+492.6%
GEV vs MP
+157.0%
+335.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.4% |
| 7D | -9.8% | -10.5% | +0.7% | -7.9% |
| 30D | -22.3% | -23.5% | +1.2% | -18.5% |
| 3M | -22.6% | -25.4% | +2.9% | -18.8% |
| 6M | -30.7% | -51.3% | +20.5% | -22.6% |
| YTD | +18.7% | -29.9% | +48.6% | +24.7% |
| 1Y | +41.0% | -31.8% | +72.9% | +48.8% |
| All | +492.6% | +157.0% | +335.7% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling