+198.5%
MPC vs GEHC
+18.3%
+180.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +9.4% | -2.3% | +11.7% | +9.8% |
| 30D | -13.4% | +19.0% | -32.5% | -16.0% |
| 3M | +18.9% | +13.3% | +5.6% | +16.3% |
| 6M | +64.9% | +31.5% | +33.4% | +56.0% |
| YTD | +156.8% | 0.0% | +156.8% | +158.5% |
| 1Y | +113.2% | +9.4% | +103.8% | +107.6% |
| All | +198.5% | +18.3% | +180.2% | +186.1% |
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 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