+2,883.5%
GE vs MDT
+7,952.5%
-5,068.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | -1.6% | +3.2% | -4.8% | -2.8% |
| 30D | -11.6% | +9.5% | -21.1% | -14.7% |
| 3M | +3.0% | +16.0% | -13.0% | -3.1% |
| 6M | -0.5% | +0.2% | -0.7% | -1.1% |
| YTD | +9.7% | -0.3% | +10.0% | +9.0% |
| 1Y | +20.0% | +4.7% | +15.3% | +16.7% |
| 3Y | +275.8% | +26.5% | +249.3% | +235.6% |
| 5Y | +429.1% | -18.2% | +447.3% | +453.9% |
| 10Y | +151.2% | +40.0% | +111.2% | +116.1% |
| All | +2,883.5% | +7,952.5% | -5,068.9% | +819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling