+191.7%
MPC vs GEHC
+20.5%
+171.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.3% |
| 7D | -9.4% | +5.6% | -15.0% | -10.2% |
| 30D | -14.3% | +27.9% | -42.2% | -17.8% |
| 3M | +31.1% | +17.1% | +14.0% | +27.6% |
| 6M | +60.3% | +32.5% | +27.7% | +51.6% |
| YTD | +142.5% | +2.7% | +139.9% | +143.1% |
| 1Y | +104.6% | +15.3% | +89.3% | +96.5% |
| 3Y | +191.7% | +23.7% | +168.0% | +174.9% |
| All | +191.7% | +20.5% | +171.3% | +174.9% |
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