+10.4%
MCHP vs GEHC
+6.6%
+3.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | +0.2% |
| 7D | +2.8% | -5.2% | +7.9% | +5.0% |
| 30D | -12.8% | -7.0% | -5.9% | -10.3% |
| 3M | -19.2% | +3.3% | -22.5% | -21.8% |
| 6M | +14.5% | -10.0% | +24.5% | +17.5% |
| YTD | +17.1% | -18.5% | +35.6% | +26.9% |
| 1Y | +15.3% | -14.4% | +29.7% | +21.4% |
| 3Y | +0.5% | +3.4% | -3.0% | -3.6% |
| All | +10.4% | +6.6% | +3.8% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling