+1,421.9%
MU vs GEHC
+32.6%
+1,389.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -3.0% |
| 7D | +12.8% | +0.8% | +12.0% | +12.5% |
| 30D | -14.9% | +21.3% | -36.2% | -20.2% |
| 3M | -18.0% | +12.6% | -30.6% | -21.4% |
| 6M | -3.1% | +34.3% | -37.4% | -15.0% |
| YTD | +172.9% | +1.4% | +171.5% | +170.5% |
| 1Y | +228.8% | +12.5% | +216.4% | +208.7% |
| 3Y | +950.8% | +19.2% | +931.6% | +855.2% |
| All | +1,421.9% | +32.6% | +1,389.3% | +1,176.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling