+7.2%
GEHC vs MXL
+104.2%
-97.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.8% |
| 7D | -7.2% | +18.9% | -26.0% | -7.8% |
| 30D | -11.6% | +0.3% | -11.9% | -11.7% |
| 3M | -0.8% | -8.0% | +7.2% | -1.7% |
| 6M | -11.9% | +341.2% | -353.2% | -27.4% |
| YTD | -21.9% | +327.8% | -349.8% | -35.7% |
| 1Y | -17.8% | +364.9% | -382.7% | -33.4% |
| 3Y | -3.5% | +229.2% | -232.8% | -24.9% |
| All | +7.2% | +104.2% | -97.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling