-16.1%
MCD vs GEHC
-12.1%
-4.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.4% |
| 7D | -2.0% | -5.2% | +3.1% | -1.4% |
| 30D | -6.1% | -7.0% | +0.8% | -5.4% |
| 3M | -7.3% | +3.3% | -10.6% | -7.8% |
| 6M | -20.9% | -10.0% | -10.9% | -19.9% |
| YTD | -14.7% | -18.5% | +3.8% | -12.3% |
| 1Y | -16.1% | -14.4% | -1.7% | -14.6% |
| All | -16.1% | -12.1% | -4.0% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling