+376.2%
GE vs MP
-13.9%
+390.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.6% | -3.7% |
| 7D | +0.5% | -19.0% | +19.5% | +3.1% |
| 30D | +1.7% | -30.5% | +32.2% | +6.2% |
| 3M | -17.3% | -29.6% | +12.3% | -14.1% |
| 6M | +10.1% | -50.4% | +60.5% | +18.5% |
| YTD | +2.6% | -33.2% | +35.8% | +5.3% |
| 1Y | +3.7% | -38.6% | +42.3% | +7.1% |
| 3Y | +268.3% | +105.5% | +162.8% | +188.2% |
| 5Y | +376.2% | -7.8% | +384.0% | +322.5% |
| All | +376.2% | -13.9% | +390.1% | +322.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling