+43.4%
GEV vs MPC
+105.0%
-61.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.6% | +2.5% | +6.9% |
| 7D | -3.8% | -9.4% | +5.6% | -3.8% |
| 30D | -17.4% | -14.3% | -3.1% | -17.6% |
| 3M | -16.2% | +31.1% | -47.3% | -14.2% |
| 6M | -20.2% | +60.3% | -80.4% | -16.2% |
| YTD | +27.2% | +142.5% | -115.3% | +29.3% |
| All | +43.4% | +105.0% | -61.6% | +55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling