+661.2%
MU vs GEHC
-16.2%
+677.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +2.6% |
| 7D | +7.5% | -7.6% | +15.1% | +6.9% |
| 30D | +19.4% | -10.7% | +30.0% | +18.4% |
| 3M | +9.8% | -1.2% | +11.1% | +11.2% |
| 6M | +164.1% | -13.7% | +177.9% | +179.2% |
| YTD | +260.3% | -20.4% | +280.7% | +291.0% |
| 1Y | +661.2% | -17.0% | +678.2% | +716.1% |
| All | +661.2% | -16.2% | +677.4% | +716.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling