+405.9%
GE vs MPC
+603.7%
-197.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.9% |
| 7D | +5.1% | +9.4% | -4.3% | +3.4% |
| 30D | +7.6% | -13.4% | +21.0% | +10.1% |
| 3M | -9.3% | +18.9% | -28.2% | -13.2% |
| 6M | +11.5% | +64.9% | -53.4% | -1.3% |
| YTD | +7.9% | +156.8% | -148.9% | -17.0% |
| 1Y | +7.6% | +113.2% | -105.5% | -12.5% |
| 3Y | +265.9% | +201.8% | +64.0% | +156.5% |
| 5Y | +405.9% | +601.4% | -195.4% | +125.0% |
| All | +405.9% | +603.7% | -197.8% | +125.0% |
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