+58.5%
HCA vs MDB
-6.2%
+64.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.3% | +4.9% |
| 7D | +4.9% | -4.5% | +9.5% | +4.9% |
| 30D | +1.9% | -14.0% | +15.9% | +1.9% |
| 3M | +12.7% | +5.3% | +7.4% | +12.8% |
| 6M | -22.3% | +31.9% | -54.2% | -22.4% |
| YTD | -9.3% | -14.6% | +5.3% | -9.1% |
| 1Y | +2.7% | +8.2% | -5.5% | +2.6% |
| All | +58.5% | -6.2% | +64.6% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling