+15.5%
GEHC vs MLM
+46.3%
-30.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | -4.0% | -2.9% | -1.1% | -2.8% |
| 30D | -2.0% | -6.8% | +4.9% | +1.1% |
| 3M | +8.0% | -11.2% | +19.2% | +13.0% |
| 6M | -12.8% | -21.8% | +9.1% | -3.2% |
| YTD | -15.9% | -17.0% | +1.0% | -9.9% |
| 1Y | -6.9% | -16.4% | +9.4% | -0.8% |
| 3Y | 0.0% | +14.5% | -14.5% | -8.8% |
| All | +15.5% | +46.3% | -30.8% | -3.3% |
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