+158.6%
GE vs MPC
+1,145.2%
-986.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +0.2% |
| 7D | +4.0% | +2.6% | +1.4% | +3.1% |
| 30D | +11.1% | -12.2% | +23.3% | +15.6% |
| 3M | -6.7% | +20.1% | -26.8% | -14.1% |
| 6M | +14.3% | +60.6% | -46.3% | -7.0% |
| YTD | +11.7% | +150.6% | -138.8% | -25.6% |
| 1Y | +10.9% | +104.7% | -93.7% | -19.9% |
| 3Y | +279.0% | +194.5% | +84.5% | +125.2% |
| 5Y | +427.0% | +582.3% | -155.3% | +105.3% |
| 10Y | +158.6% | +1,135.3% | -976.7% | -27.5% |
| All | +158.6% | +1,145.2% | -986.6% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling