+893.4%
GE vs MP
+268.3%
+625.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.6% | +4.2% |
| 7D | +5.4% | -3.6% | +9.0% | +5.8% |
| 30D | +9.6% | -21.0% | +30.6% | +12.5% |
| 3M | -7.7% | -33.3% | +25.6% | -3.6% |
| 6M | +14.0% | -45.9% | +60.0% | +21.1% |
| YTD | +10.2% | -27.8% | +38.0% | +12.0% |
| 1Y | +8.9% | -43.2% | +52.1% | +13.5% |
| 3Y | +273.7% | +144.0% | +129.6% | +197.4% |
| 5Y | +410.2% | -6.1% | +416.3% | +353.9% |
| All | +893.4% | +268.3% | +625.1% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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