+60.4%
HCA vs MCO
+42.6%
+17.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.9% |
| 7D | +5.4% | -3.8% | +9.2% | +6.5% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +13.0% | +7.7% | +5.3% | +10.8% |
| 6M | -20.3% | +7.0% | -27.2% | -21.8% |
| YTD | -8.2% | -6.4% | -1.8% | -6.9% |
| 1Y | +6.7% | -7.6% | +14.3% | +8.6% |
| 3Y | +60.4% | +43.2% | +17.2% | +37.9% |
| All | +60.4% | +42.6% | +17.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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