+2,538.2%
MUU vs GEHC
-25.8%
+2,564.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -0.8% |
| 7D | +13.9% | -5.2% | +19.1% | +18.2% |
| 30D | +24.8% | -7.0% | +31.8% | +30.9% |
| 3M | -15.7% | +3.3% | -19.1% | -26.0% |
| 6M | +338.9% | -10.0% | +348.9% | +345.1% |
| YTD | +563.2% | -18.5% | +581.6% | +654.6% |
| 1Y | +2,577.5% | -14.4% | +2,591.9% | +2,688.9% |
| All | +2,538.2% | -25.8% | +2,564.0% | +2,736.9% |
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 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