-5.9%
MDB vs GEHC
+15.6%
-21.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.3% |
| 7D | -11.4% | +7.6% | -19.0% | -13.8% |
| 30D | -13.8% | +27.5% | -41.3% | -21.3% |
| 3M | -15.5% | +17.2% | -32.7% | -20.3% |
| 6M | +17.9% | +33.6% | -15.7% | +5.0% |
| YTD | -25.5% | +0.6% | -26.1% | -26.2% |
| 1Y | -12.1% | +11.3% | -23.4% | -16.6% |
| 3Y | -5.9% | +16.5% | -22.4% | -15.6% |
| All | -5.9% | +15.6% | -21.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling