+825.2%
GE vs MP
+240.8%
+584.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.6% | -3.8% |
| 7D | +0.5% | -19.0% | +19.5% | +3.0% |
| 30D | +1.7% | -30.5% | +32.2% | +6.0% |
| 3M | -17.3% | -29.6% | +12.3% | -14.2% |
| 6M | +10.1% | -50.4% | +60.5% | +18.2% |
| YTD | +2.6% | -33.2% | +35.8% | +5.3% |
| 1Y | +3.7% | -38.6% | +42.3% | +7.0% |
| 3Y | +268.3% | +105.5% | +162.8% | +199.8% |
| 5Y | +376.2% | -7.8% | +384.0% | +324.5% |
| All | +825.2% | +240.8% | +584.4% | +535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling