+207.0%
GE vs MDB
+848.0%
-640.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.5% |
| 7D | +7.1% | -11.4% | +18.5% | +8.2% |
| 30D | +6.5% | -13.8% | +20.3% | +7.6% |
| 3M | -13.6% | -15.5% | +1.9% | -13.0% |
| 6M | +6.0% | +17.9% | -11.9% | +2.8% |
| YTD | +5.4% | -25.5% | +30.8% | +5.9% |
| 1Y | +6.5% | -12.1% | +18.5% | +5.0% |
| 3Y | +268.6% | -5.9% | +274.5% | +248.7% |
| 5Y | +389.0% | -43.7% | +432.7% | +357.9% |
| All | +207.0% | +848.0% | -640.9% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling