+71.1%
HCA vs MDB
-22.0%
+93.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.4% |
| 7D | +2.9% | -2.8% | +5.7% | +3.1% |
| 30D | +2.4% | -14.9% | +17.2% | +3.1% |
| 3M | +13.0% | +7.3% | +5.7% | +12.3% |
| 6M | -21.4% | +38.2% | -59.6% | -23.3% |
| YTD | -9.5% | -10.9% | +1.5% | -9.7% |
| 1Y | +7.5% | +11.6% | -4.1% | +5.3% |
| 3Y | +57.6% | -0.9% | +58.5% | +51.6% |
| 5Y | +71.1% | -23.5% | +94.6% | +53.8% |
| All | +71.1% | -22.0% | +93.1% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling