+7.7%
GEHC vs MXL
+89.9%
-82.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.3% |
| 7D | -7.9% | +16.6% | -24.5% | -8.4% |
| 30D | -11.7% | +0.5% | -12.2% | -11.9% |
| 3M | +0.8% | -3.6% | +4.4% | -0.5% |
| 6M | -11.6% | +328.0% | -339.6% | -27.3% |
| YTD | -21.6% | +297.8% | -319.4% | -35.2% |
| 1Y | -15.3% | +339.4% | -354.7% | -31.3% |
| 3Y | -0.5% | +201.7% | -202.2% | -22.2% |
| All | +7.7% | +89.9% | -82.2% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling