+258.9%
GE vs MP
+104.2%
+154.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.6% | -4.0% |
| 7D | +0.5% | -19.0% | +19.5% | +2.2% |
| 30D | +1.7% | -30.5% | +32.2% | +4.6% |
| 3M | -17.3% | -29.6% | +12.3% | -15.2% |
| 6M | +10.1% | -50.4% | +60.5% | +15.3% |
| YTD | +2.6% | -33.2% | +35.8% | +4.5% |
| 1Y | +3.7% | -38.6% | +42.3% | +6.1% |
| All | +258.9% | +104.2% | +154.6% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling