+7.6%
GE vs MDB
-8.9%
+16.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.5% |
| 7D | +5.1% | +11.6% | -6.4% | +4.9% |
| 30D | +7.6% | -8.9% | +16.5% | +7.6% |
| 3M | -9.3% | -22.4% | +13.1% | -9.0% |
| 6M | +11.5% | +10.1% | +1.5% | +11.4% |
| YTD | +7.9% | -19.0% | +26.9% | +9.4% |
| 1Y | +7.6% | -7.0% | +14.6% | +8.2% |
| All | +7.6% | -8.9% | +16.5% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling