+208.6%
GE vs MDB
+986.0%
-777.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -1.2% | -4.5% | +3.3% | -0.9% |
| 30D | -11.3% | -14.0% | +2.7% | -10.3% |
| 3M | -1.4% | +5.3% | -6.7% | -2.4% |
| 6M | +1.2% | +31.9% | -30.7% | -2.5% |
| YTD | +5.9% | -14.6% | +20.5% | +5.7% |
| 1Y | +18.4% | +8.2% | +10.2% | +15.1% |
| 3Y | +271.0% | -5.0% | +276.0% | +251.9% |
| 5Y | +417.9% | -24.5% | +442.5% | +377.1% |
| All | +208.6% | +986.0% | -777.4% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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