+60.4%
HCA vs MKC
-31.4%
+91.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +5.4% | -1.5% | +6.9% | +5.8% |
| 30D | +3.0% | -3.1% | +6.1% | +3.7% |
| 3M | +13.0% | +5.2% | +7.8% | +11.3% |
| 6M | -20.3% | -12.8% | -7.4% | -17.8% |
| YTD | -8.2% | -23.3% | +15.1% | -2.6% |
| 1Y | +6.7% | -24.1% | +30.8% | +13.4% |
| 3Y | +60.4% | -32.1% | +92.5% | +70.1% |
| All | +60.4% | -31.4% | +91.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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