+477.6%
HCA vs MDB
+997.6%
-520.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.6% |
| 7D | +5.4% | -1.8% | +7.2% | +5.5% |
| 30D | +3.0% | -17.3% | +20.3% | +4.2% |
| 3M | +13.0% | +2.2% | +10.8% | +12.4% |
| 6M | -20.3% | +33.9% | -54.1% | -22.8% |
| YTD | -8.2% | -13.7% | +5.5% | -8.5% |
| 1Y | +6.7% | +9.1% | -2.4% | +3.8% |
| 3Y | +60.4% | -8.1% | +68.5% | +53.2% |
| 5Y | +73.4% | -25.9% | +99.3% | +59.1% |
| All | +477.6% | +997.6% | -520.0% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling