+219.7%
GE vs MDB
+1,017.4%
-797.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | -1.6% | -17.4% | +15.8% | -0.1% |
| 30D | -11.6% | -2.0% | -9.5% | -11.7% |
| 3M | +3.0% | -3.0% | +6.0% | +2.7% |
| 6M | -0.5% | +48.7% | -49.2% | -5.3% |
| YTD | +9.7% | -12.1% | +21.9% | +9.2% |
| 1Y | +20.0% | +14.5% | +5.5% | +16.1% |
| 3Y | +275.8% | -6.1% | +282.0% | +256.8% |
| 5Y | +429.1% | -27.3% | +456.4% | +387.9% |
| All | +219.7% | +1,017.4% | -797.7% | +142.8% |
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