+7.2%
GEHC vs MKC
-34.2%
+41.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -7.2% | -1.5% | -5.7% | -6.7% |
| 30D | -11.6% | -3.1% | -8.4% | -10.7% |
| 3M | -0.8% | +5.2% | -6.0% | -2.4% |
| 6M | -11.9% | -12.8% | +0.9% | -8.4% |
| YTD | -21.9% | -23.3% | +1.3% | -15.8% |
| 1Y | -17.8% | -24.1% | +6.3% | -11.2% |
| 3Y | -3.5% | -32.1% | +28.6% | +6.1% |
| All | +7.2% | -34.2% | +41.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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