+427.0%
MCK vs HCA
+511.6%
-84.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -2.9% | +5.4% | -8.3% | -4.4% |
| 30D | +0.4% | +3.0% | -2.6% | -0.5% |
| 3M | +12.1% | +13.0% | -0.9% | +8.0% |
| 6M | -5.4% | -20.3% | +14.8% | 0.0% |
| YTD | +7.8% | -8.2% | +16.0% | +9.7% |
| 1Y | +22.9% | +6.7% | +16.2% | +19.9% |
| 3Y | +110.7% | +60.4% | +50.3% | +80.2% |
| 5Y | +346.2% | +73.4% | +272.7% | +263.0% |
| All | +427.0% | +511.6% | -84.6% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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