+390.5%
GE vs MPC
+527.1%
-136.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.9% |
| 7D | +7.1% | -16.2% | +23.3% | +10.4% |
| 30D | +6.5% | -15.7% | +22.2% | +9.4% |
| 3M | -13.6% | +24.9% | -38.5% | -18.5% |
| 6M | +6.0% | +52.7% | -46.7% | -5.1% |
| YTD | +5.4% | +131.9% | -126.5% | -17.5% |
| 1Y | +6.5% | +96.6% | -90.2% | -12.6% |
| 3Y | +268.6% | +163.8% | +104.8% | +165.7% |
| All | +390.5% | +527.1% | -136.6% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling