+38.2%
GEHC vs MLM
+47.3%
-9.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +7.6% | -4.1% | +11.7% | +9.7% |
| 30D | +27.5% | +8.2% | +19.3% | +23.1% |
| 3M | +17.2% | -3.6% | +20.8% | +19.0% |
| 6M | +33.6% | -15.6% | +49.1% | +43.0% |
| YTD | +0.6% | -16.4% | +17.1% | +7.5% |
| 1Y | +11.3% | -14.3% | +25.6% | +17.4% |
| 3Y | +16.5% | +19.3% | -2.8% | +5.1% |
| All | +38.2% | +47.3% | -9.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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