+280.4%
GE vs MPC
+181.4%
+99.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -1.6% | +5.4% | -7.0% | -2.1% |
| 30D | -11.6% | +31.0% | -42.5% | -14.1% |
| 3M | +3.0% | +46.0% | -43.0% | -1.4% |
| 6M | -0.5% | +77.3% | -77.8% | -8.7% |
| YTD | +9.7% | +141.9% | -132.2% | -6.7% |
| 1Y | +20.0% | +120.9% | -100.9% | +3.9% |
| All | +280.4% | +181.4% | +99.0% | +209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling