+152.0%
GE vs MDT
+38.9%
+113.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.3% | +2.8% | -14.0% | -12.7% |
| 3M | -1.4% | +13.1% | -14.5% | -8.6% |
| 6M | +1.2% | +2.3% | -1.1% | -0.8% |
| YTD | +5.9% | -2.7% | +8.6% | +6.3% |
| 1Y | +18.4% | +0.9% | +17.5% | +15.8% |
| 3Y | +271.0% | +26.8% | +244.1% | +208.2% |
| 5Y | +417.9% | -19.5% | +437.4% | +471.9% |
| 10Y | +152.0% | +40.6% | +111.4% | +101.5% |
| All | +152.0% | +38.9% | +113.1% | +101.5% |
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