+24.6%
MP vs GEHC
+33.6%
-9.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.3% |
| 7D | -3.6% | +3.7% | -7.3% | -4.6% |
| 30D | -21.0% | +27.3% | -48.3% | -26.1% |
| 3M | -33.3% | +14.7% | -48.0% | -35.9% |
| 6M | -45.9% | +31.9% | -77.9% | -50.7% |
| YTD | -27.8% | +2.2% | -30.0% | -28.7% |
| 1Y | -43.2% | +14.1% | -57.3% | -46.3% |
| 3Y | +144.0% | +21.0% | +123.1% | +116.7% |
| All | +24.6% | +33.6% | -9.1% | +3.7% |
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