+15.3%
MP vs GEHC
+33.8%
-18.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.4% |
| 7D | -19.0% | +9.6% | -28.6% | -21.0% |
| 30D | -30.5% | +29.4% | -59.9% | -35.3% |
| 3M | -29.6% | +19.3% | -48.9% | -32.9% |
| 6M | -50.4% | +37.4% | -87.8% | -55.4% |
| YTD | -33.2% | +2.3% | -35.5% | -34.0% |
| 1Y | -38.6% | +11.0% | -49.6% | -41.3% |
| 3Y | +105.5% | +17.6% | +87.8% | +84.2% |
| All | +15.3% | +33.8% | -18.5% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling