+60.7%
MDB vs GEHC
+34.3%
+26.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.9% |
| 7D | -0.9% | +5.6% | -6.6% | -3.0% |
| 30D | -15.2% | +27.9% | -43.1% | -23.2% |
| 3M | -17.9% | +17.1% | -35.1% | -23.0% |
| 6M | +9.3% | +32.5% | -23.2% | -3.1% |
| YTD | -22.0% | +2.7% | -24.7% | -23.6% |
| 1Y | -9.3% | +15.3% | -24.6% | -15.7% |
| 3Y | -10.4% | +23.7% | -34.1% | -23.5% |
| All | +60.7% | +34.3% | +26.5% | +34.9% |
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