+44.2%
GEV vs MPC
+113.7%
-69.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +3.7% | +11.2% | -7.5% | +3.1% |
| 30D | -14.7% | -14.5% | -0.2% | -15.4% |
| 3M | -23.4% | +16.7% | -40.1% | -22.9% |
| 6M | -24.3% | +67.6% | -91.9% | -20.7% |
| YTD | +23.2% | +157.9% | -134.7% | +25.7% |
| 1Y | +44.2% | +116.7% | -72.4% | +58.5% |
| All | +44.2% | +113.7% | -69.5% | +58.5% |
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