+20.0%
GE vs MPC
+120.1%
-100.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.6% | +5.4% | -7.0% | -0.7% |
| 30D | -11.6% | +31.0% | -42.5% | -7.1% |
| 3M | +3.0% | +46.0% | -43.0% | +10.6% |
| 6M | -0.5% | +77.3% | -77.8% | +7.7% |
| YTD | +9.7% | +141.9% | -132.2% | +15.9% |
| 1Y | +20.0% | +120.9% | -100.9% | +32.4% |
| All | +20.0% | +120.1% | -100.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling