+643.2%
GEV vs MPC
+112.4%
+530.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.7% |
| 7D | +8.1% | +3.9% | +4.2% | +7.3% |
| 30D | -1.9% | +33.8% | -35.7% | -7.7% |
| 3M | +4.1% | +49.9% | -45.8% | -4.6% |
| 6M | +23.2% | +80.9% | -57.7% | +6.5% |
| YTD | +48.9% | +147.4% | -98.5% | +15.4% |
| 1Y | +62.2% | +123.2% | -61.0% | +30.2% |
| All | +643.2% | +112.4% | +530.8% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling