+266.1%
GE vs MDY
+56.8%
+209.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.7% | +2.3% | +0.4% | +0.5% |
| 30D | +8.1% | +2.0% | +6.1% | +6.3% |
| 3M | -7.9% | -5.6% | -2.2% | -2.6% |
| 6M | +12.9% | +1.3% | +11.6% | +11.8% |
| YTD | +8.2% | +12.3% | -4.2% | -1.8% |
| 1Y | +9.7% | +15.8% | -6.1% | -3.1% |
| 3Y | +266.1% | +56.5% | +209.6% | +179.6% |
| All | +266.1% | +56.8% | +209.3% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling