+417.9%
GE vs MTB
+103.4%
+314.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.7% |
| 30D | -11.3% | -4.6% | -6.6% | -9.5% |
| 3M | -1.4% | +6.3% | -7.7% | -3.8% |
| 6M | +1.2% | +15.6% | -14.4% | -4.4% |
| YTD | +5.9% | +20.6% | -14.6% | -1.7% |
| 1Y | +18.4% | +22.5% | -4.1% | +8.9% |
| 3Y | +271.0% | +114.4% | +156.5% | +170.0% |
| 5Y | +417.9% | +101.9% | +316.0% | +256.5% |
| All | +417.9% | +103.4% | +314.5% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling