+1,317.9%
MU vs GEHC
+33.6%
+1,284.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -15.2% | +3.7% | -18.9% | -16.2% |
| 30D | -29.5% | +27.3% | -56.8% | -34.9% |
| 3M | -15.8% | +14.7% | -30.5% | -19.7% |
| 6M | -2.9% | +31.9% | -34.8% | -14.0% |
| YTD | +154.2% | +2.2% | +152.1% | +151.5% |
| 1Y | +186.6% | +14.1% | +172.5% | +167.7% |
| 3Y | +871.5% | +21.0% | +850.5% | +779.8% |
| All | +1,317.9% | +33.6% | +1,284.2% | +1,086.9% |
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 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