-18.8%
GEHC vs MDLN
-0.9%
-17.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -2.1% |
| 7D | -5.2% | -1.2% | -4.0% | -5.0% |
| 30D | -7.0% | -1.5% | -5.4% | -6.8% |
| 3M | +3.3% | +2.6% | +0.7% | +2.5% |
| 6M | -10.0% | -20.9% | +10.9% | -6.6% |
| YTD | -18.5% | -17.4% | -1.1% | -14.9% |
| All | -18.8% | -0.9% | -17.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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