+32.4%
MP vs GEHC
+32.6%
-0.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | +9.5% | +0.8% | +8.7% | +9.3% |
| 30D | -3.0% | +21.3% | -24.3% | -8.1% |
| 3M | -30.4% | +12.6% | -42.9% | -32.7% |
| 6M | -39.2% | +34.3% | -73.5% | -44.9% |
| YTD | -23.3% | +1.4% | -24.7% | -24.0% |
| 1Y | -32.6% | +12.5% | -45.1% | -36.0% |
| 3Y | +159.3% | +19.2% | +140.1% | +131.2% |
| All | +32.4% | +32.6% | -0.2% | +10.4% |
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