+74.8%
MDB vs GEHC
+6.6%
+68.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -2.3% |
| 7D | -18.0% | -5.2% | -12.8% | -16.3% |
| 30D | -10.7% | -7.0% | -3.8% | -8.1% |
| 3M | +1.0% | +3.3% | -2.3% | -0.8% |
| 6M | +31.6% | -10.0% | +41.6% | +36.0% |
| YTD | -15.2% | -18.5% | +3.3% | -8.8% |
| 1Y | +10.1% | -14.4% | +24.5% | +15.4% |
| 3Y | -5.6% | +3.4% | -9.1% | -13.8% |
| All | +74.8% | +6.6% | +68.1% | +61.1% |
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