+430.9%
HCA vs MGY
+210.4%
+220.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.4% | +3.5% | +1.9% | +4.6% |
| 30D | +3.0% | +5.3% | -2.3% | +1.6% |
| 3M | +13.0% | +2.6% | +10.4% | +11.7% |
| 6M | -20.3% | -3.3% | -17.0% | -20.6% |
| YTD | -8.2% | +29.2% | -37.5% | -15.3% |
| 1Y | +6.7% | +18.0% | -11.3% | +0.3% |
| 3Y | +60.4% | +30.0% | +30.4% | +42.2% |
| 5Y | +73.4% | +92.7% | -19.2% | +28.1% |
| All | +430.9% | +210.4% | +220.5% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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