+41.0%
GEHC vs MLM
+50.9%
-9.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +0.9% |
| 7D | +5.6% | -3.8% | +9.5% | +7.5% |
| 30D | +27.9% | +11.0% | +16.9% | +22.1% |
| 3M | +17.1% | -3.1% | +20.2% | +18.6% |
| 6M | +32.5% | -9.8% | +42.3% | +37.5% |
| YTD | +2.7% | -14.4% | +17.0% | +8.4% |
| 1Y | +15.3% | -12.6% | +27.8% | +20.5% |
| 3Y | +23.7% | +19.7% | +3.9% | +11.2% |
| All | +41.0% | +50.9% | -9.9% | +16.4% |
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