+278.8%
MPC vs GEHC
+10.0%
+268.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +5.4% | -4.0% | +9.4% | +6.1% |
| 30D | +31.0% | -2.0% | +32.9% | +31.3% |
| 3M | +46.0% | +8.0% | +38.1% | +43.6% |
| 6M | +77.3% | -12.8% | +90.1% | +81.3% |
| YTD | +141.9% | -15.9% | +157.8% | +149.1% |
| 1Y | +120.9% | -6.9% | +127.8% | +120.4% |
| 3Y | +182.7% | 0.0% | +182.7% | +179.2% |
| All | +278.8% | +10.0% | +268.8% | +266.5% |
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