-17.8%
GEHC vs MXL
+366.1%
-383.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.2% |
| 7D | -7.2% | +18.9% | -26.0% | -6.6% |
| 30D | -11.6% | +0.3% | -11.9% | -11.4% |
| 3M | -0.8% | -8.0% | +7.2% | -0.5% |
| 6M | -11.9% | +341.2% | -353.2% | -21.5% |
| YTD | -21.9% | +327.8% | -349.8% | -30.7% |
| 1Y | -17.8% | +364.9% | -382.7% | -29.6% |
| All | -17.8% | +366.1% | -383.9% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling