+39.3%
GEHC vs MKC
-39.2%
+78.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +1.8% |
| 30D | +21.3% | +4.8% | +16.5% | +19.4% |
| 3M | +12.6% | -12.8% | +25.4% | +17.3% |
| 6M | +34.3% | +5.0% | +29.3% | +32.1% |
| YTD | +1.4% | -29.1% | +30.5% | +12.0% |
| 1Y | +12.5% | -26.4% | +38.9% | +22.5% |
| 3Y | +19.2% | -21.6% | +40.8% | +30.1% |
| All | +39.3% | -39.2% | +78.4% | +58.2% |
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