+1,729.1%
HCA vs MCO
+1,639.5%
+89.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +2.9% | -7.3% | +10.3% | +6.4% |
| 30D | +2.4% | -1.7% | +4.1% | +3.0% |
| 3M | +13.0% | +3.9% | +9.1% | +10.8% |
| 6M | -21.4% | +3.8% | -25.2% | -23.2% |
| YTD | -9.5% | -7.9% | -1.6% | -7.6% |
| 1Y | +7.5% | -6.8% | +14.4% | +8.8% |
| 3Y | +57.6% | +40.9% | +16.7% | +28.7% |
| 5Y | +71.1% | +27.5% | +43.6% | +43.6% |
| 10Y | +498.8% | +381.4% | +117.4% | +178.2% |
| All | +1,729.1% | +1,639.5% | +89.6% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling