+7.7%
GEHC vs MKC
-34.5%
+42.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -7.9% | -2.8% | -5.0% | -7.0% |
| 30D | -11.7% | -3.4% | -8.3% | -10.8% |
| 3M | +0.8% | +3.8% | -3.0% | -0.4% |
| 6M | -11.6% | -17.9% | +6.4% | -6.3% |
| YTD | -21.6% | -23.6% | +2.1% | -15.3% |
| 1Y | -15.3% | -23.1% | +7.8% | -8.9% |
| 3Y | -0.5% | -31.5% | +31.0% | +9.3% |
| All | +7.7% | -34.5% | +42.2% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling