+158.6%
GE vs MDT
+61.0%
+97.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.0% | -3.2% | +7.2% | +5.8% |
| 30D | +11.1% | +10.5% | +0.5% | +4.9% |
| 3M | -6.7% | +13.0% | -19.7% | -13.2% |
| 6M | +14.3% | +38.7% | -24.4% | -6.1% |
| YTD | +11.7% | +8.5% | +3.3% | +5.2% |
| 1Y | +10.9% | +10.0% | +0.9% | +3.4% |
| 3Y | +279.0% | +58.6% | +220.4% | +174.8% |
| 5Y | +427.0% | -0.3% | +427.3% | +408.8% |
| 10Y | +158.6% | +61.3% | +97.3% | +94.0% |
| All | +158.6% | +61.0% | +97.5% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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