+436.7%
GE vs MDT
-19.6%
+456.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -9.5% | +6.0% | -15.5% | -11.5% |
| 3M | +4.1% | +15.5% | -11.4% | -1.8% |
| 6M | +3.9% | +3.4% | +0.5% | +2.4% |
| YTD | +9.0% | -2.2% | +11.2% | +9.4% |
| 1Y | +21.9% | +2.6% | +19.4% | +19.6% |
| 3Y | +281.8% | +27.5% | +254.3% | +235.1% |
| 5Y | +436.7% | -20.1% | +456.8% | +501.2% |
| All | +436.7% | -19.6% | +456.3% | +501.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling