+12.0%
GEHC vs MXL
+82.1%
-70.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.0% | -9.0% | -3.3% |
| 7D | -5.2% | +15.5% | -20.6% | -5.7% |
| 30D | -7.0% | -11.3% | +4.3% | -6.7% |
| 3M | +3.3% | -16.1% | +19.4% | +2.6% |
| 6M | -10.0% | +323.0% | -333.0% | -26.2% |
| YTD | -18.5% | +281.5% | -300.0% | -32.5% |
| 1Y | -14.4% | +319.3% | -333.7% | -30.4% |
| 3Y | +3.4% | +189.4% | -186.0% | -18.9% |
| All | +12.0% | +82.1% | -70.1% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling