+72.8%
HCA vs MCO
+28.6%
+44.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.7% |
| 7D | +5.4% | -3.8% | +9.2% | +7.0% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +13.0% | +7.7% | +5.3% | +9.5% |
| 6M | -20.3% | +7.0% | -27.2% | -22.8% |
| YTD | -8.2% | -6.4% | -1.8% | -6.8% |
| 1Y | +6.7% | -7.6% | +14.3% | +8.7% |
| 3Y | +60.4% | +43.2% | +17.2% | +28.5% |
| All | +72.8% | +28.6% | +44.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling