+1,371.2%
MU vs GEHC
+1.7%
+1,369.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.5% |
| 7D | +9.0% | -4.0% | +13.0% | +10.5% |
| 30D | +13.8% | -2.0% | +15.8% | +14.4% |
| 3M | +2.1% | +8.0% | -5.9% | -3.2% |
| 6M | +153.8% | -12.8% | +166.6% | +166.7% |
| YTD | +256.4% | -15.9% | +272.3% | +279.7% |
| 1Y | +719.8% | -6.9% | +726.7% | +720.0% |
| All | +1,371.2% | +1.7% | +1,369.6% | +1,329.8% |
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