+11.7%
MCHP vs GEHC
+2.1%
+9.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +3.9% |
| 7D | 0.0% | -7.2% | +7.2% | +3.2% |
| 30D | -6.0% | -11.6% | +5.5% | -1.2% |
| 3M | -19.7% | -0.8% | -18.8% | -21.0% |
| 6M | +14.0% | -11.9% | +25.9% | +17.8% |
| YTD | +18.4% | -21.9% | +40.4% | +30.6% |
| 1Y | +17.1% | -17.8% | +34.9% | +25.4% |
| 3Y | +0.7% | -3.5% | +4.3% | -1.0% |
| All | +11.7% | +2.1% | +9.6% | +8.8% |
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