+106.3%
MMM vs GEHC
+30.8%
+75.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.2% |
| 30D | +14.4% | +19.0% | -4.6% | +9.4% |
| 3M | +1.8% | +13.3% | -11.5% | -1.5% |
| 6M | +31.3% | +31.5% | -0.2% | +21.3% |
| YTD | +18.0% | 0.0% | +18.0% | +17.4% |
| 1Y | +10.9% | +9.4% | +1.5% | +7.4% |
| 3Y | +160.6% | +18.3% | +142.3% | +139.9% |
| All | +106.3% | +30.8% | +75.6% | +83.8% |
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