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Returns Analysis

Generate IRR and MOIC sensitivity tables for private equity deal scenarios.

1|Updated May 16, 2026
Search Tags:#leverage#private equity#irr sensitivity#moic table#deal modeling#exit multiple#ic deck
One-click install
npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill returns-analysis-executiveusa
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Returns Analysis
Source: https://github.com/executiveusa/Cheggie-trade-V2/tree/main/core/financial-skills/plugins/vertical-plugins/private-equity/skills/returns-analysis
Command: npx skills add https://github.com/executiveusa/Cheggie-trade-V2 --skill returns-analysis-executiveusa

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps you quickly model private equity returns by translating deal assumptions into MOIC and IRR across multiple scenarios, so you can stress-test an IC deck instead of doing slow one-off calculations.

Core Features & Use Cases

  • Base case returns: Computes entry/exit EV, equity invested, exit equity value, MOIC, IRR, and cash-on-cash from your inputs (including fees/expenses and net debt).
  • 2-way sensitivity tables: Generates IRR and MOIC matrices for combinations like entry vs. exit multiple, growth vs. exit multiple, leverage vs. exit multiple, and hold period vs. exit multiple.
  • Scenario analysis: Produces bull/base/bear outputs using key drivers like revenue CAGR, exit EBITDA margin, and exit multiple for an IC-ready summary.

Quick Start

Use the Returns Analysis skill to generate an IRR/MOIC sensitivity table and scenario summary for a PE deal by providing entry EBITDA, entry multiple, financing leverage terms, operating growth and margin assumptions, and an exit multiple plus hold period.

Frequently Asked Questions about Returns Analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build IRR and MOIC sensitivity tables for a private equity deal?▼

To build IRR and MOIC sensitivity tables, input your entry EBITDA, leverage terms, and exit assumptions to generate 2-way matrices testing variables like entry vs. exit multiple and growth vs. hold period.

What is the best way to stress-test private equity returns for an IC deck?▼

Stress-testing PE returns for an IC deck requires running bull/base/bear scenarios using revenue CAGR and exit EBITDA margin drivers to produce a one-page summary of base-case returns and sensitivity views.

Can I model base-case returns including fees and net debt for deal sizing?▼

Modeling base-case returns for deal sizing calculates entry and exit EV, equity invested, MOIC, IRR, and cash-on-cash by applying your financing leverage terms, operating growth, fees, and net debt inputs.

Does this approach generate Excel-style workbooks for investment committee exhibits?▼

Generating IC exhibits produces an Excel-style workbook and one-page summary containing IRR and MOIC matrices across multiple leverage, growth, and hold period scenarios for investment committee review.

What inputs do I need to generate a PE returns sensitivity matrix?▼

Generating a PE returns sensitivity matrix requires entry EBITDA, entry multiple, financing leverage terms, operating growth and margin assumptions, plus an exit multiple and hold period to calculate returns.

Are there limitations when calculating MOIC across multiple hold period scenarios?▼

Calculating MOIC across hold period scenarios is limited to the 2-way matrix combinations provided, such as entry vs. exit multiple, growth vs. exit multiple, leverage vs. exit multiple, and hold period vs. exit multiple.

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