+265.1%
GE vs MTB
+105.0%
+160.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +7.6% | +0.8% | +6.7% | +7.2% |
| 3M | -9.3% | -12.8% | +3.5% | -4.3% |
| 6M | +11.5% | +6.7% | +4.8% | +8.7% |
| YTD | +7.9% | +11.3% | -3.5% | +3.6% |
| 1Y | +7.6% | +20.2% | -12.5% | +0.5% |
| All | +265.1% | +105.0% | +160.0% | +212.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling