+2,883.5%
GE vs MTB
+8,294.1%
-5,410.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.4% |
| 30D | -11.6% | -4.2% | -7.4% | -9.6% |
| 3M | +3.0% | +8.9% | -5.8% | -1.3% |
| 6M | -0.5% | +10.9% | -11.4% | -5.5% |
| YTD | +9.7% | +21.5% | -11.7% | -0.6% |
| 1Y | +20.0% | +21.9% | -1.9% | +8.1% |
| 3Y | +275.8% | +109.2% | +166.6% | +150.7% |
| 5Y | +429.1% | +102.0% | +327.1% | +244.6% |
| 10Y | +151.2% | +171.9% | -20.8% | +35.0% |
| All | +2,883.5% | +8,294.1% | -5,410.5% | +375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling