+13.5%
MCD vs GEHC
+33.6%
-20.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +7.3% | +3.7% | +3.6% | +6.8% |
| 30D | +20.0% | +27.3% | -7.4% | +16.6% |
| 3M | +3.8% | +14.7% | -10.9% | +2.1% |
| 6M | +3.8% | +31.9% | -28.2% | +0.2% |
| YTD | -5.9% | +2.2% | -8.1% | -6.6% |
| 1Y | -3.2% | +14.1% | -17.3% | -5.2% |
| 3Y | +13.3% | +21.0% | -7.7% | +9.5% |
| All | +13.5% | +33.6% | -20.2% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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