+157.1%
MMM vs GEHC
+15.6%
+141.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +6.2% | +7.6% | -1.4% | +4.1% |
| 30D | +14.2% | +27.5% | -13.3% | +6.6% |
| 3M | +2.9% | +17.2% | -14.3% | -1.7% |
| 6M | +27.6% | +33.6% | -6.0% | +16.3% |
| YTD | +17.3% | +0.6% | +16.6% | +16.7% |
| 1Y | +15.1% | +11.3% | +3.8% | +10.7% |
| 3Y | +157.1% | +16.5% | +140.6% | +131.5% |
| All | +157.1% | +15.6% | +141.6% | +131.5% |
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