+1,391.2%
GE vs MDY
+2,662.7%
-1,271.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | -1.5% | -10.1% | -10.3% |
| 3M | +3.0% | +0.8% | +2.3% | +2.3% |
| 6M | -0.5% | +7.4% | -7.9% | -6.6% |
| YTD | +9.7% | +15.2% | -5.5% | -3.4% |
| 1Y | +20.0% | +16.5% | +3.5% | +4.3% |
| 3Y | +275.8% | +46.8% | +229.0% | +161.4% |
| 5Y | +429.1% | +46.0% | +383.0% | +269.6% |
| 10Y | +151.2% | +172.1% | -20.9% | +1.4% |
| All | +1,391.2% | +2,662.7% | -1,271.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling