+40.5%
GEHC vs MLM
+50.0%
-9.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.2% | +2.8% | -0.1% |
| 7D | +9.6% | -1.2% | +10.8% | +10.2% |
| 30D | +29.4% | +7.9% | +21.4% | +25.0% |
| 3M | +19.3% | -4.5% | +23.8% | +21.5% |
| 6M | +37.4% | -12.6% | +50.0% | +44.7% |
| YTD | +2.3% | -14.9% | +17.2% | +8.3% |
| 1Y | +11.0% | -13.1% | +24.1% | +16.3% |
| 3Y | +17.6% | +21.2% | -3.6% | +5.4% |
| All | +40.5% | +50.0% | -9.5% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling