+1,887.5%
MU vs GEHC
+10.0%
+1,877.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.5% |
| 7D | +9.0% | -4.0% | +13.0% | +10.4% |
| 30D | +13.8% | -2.0% | +15.8% | +14.4% |
| 3M | +2.1% | +8.0% | -5.9% | -3.0% |
| 6M | +153.8% | -12.8% | +166.6% | +164.7% |
| YTD | +256.4% | -15.9% | +272.3% | +276.5% |
| 1Y | +719.8% | -6.9% | +726.7% | +719.5% |
| 3Y | +1,360.4% | 0.0% | +1,360.4% | +1,308.0% |
| All | +1,887.5% | +10.0% | +1,877.6% | +1,676.2% |
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 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