+147.8%
GE vs MTB
+172.9%
-25.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -11.9% | -4.6% | -7.3% | -9.7% |
| 3M | +1.8% | +7.4% | -5.6% | -2.1% |
| 6M | -0.6% | +18.7% | -19.3% | -9.1% |
| YTD | +5.5% | +21.1% | -15.6% | -4.8% |
| 1Y | +15.0% | +24.1% | -9.1% | +1.9% |
| 3Y | +269.5% | +115.3% | +154.2% | +135.3% |
| 5Y | +422.4% | +106.0% | +316.4% | +221.0% |
| All | +147.8% | +172.9% | -25.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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