+117.2%
MPC vs GEHC
+15.6%
+101.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.4% | -14.5% | -6.8% |
| 7D | -10.9% | +13.2% | -24.1% | -8.6% |
| 30D | -9.4% | +30.6% | -40.0% | -4.6% |
| 3M | +26.0% | +22.2% | +3.8% | +31.3% |
| 6M | +56.5% | +40.8% | +15.7% | +68.0% |
| YTD | +144.3% | +4.8% | +139.4% | +153.3% |
| 1Y | +117.2% | +15.7% | +101.5% | +136.4% |
| All | +117.2% | +15.6% | +101.7% | +136.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling