+339.0%
MCK vs HCA
+71.9%
+267.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -2.9% | +5.4% | -8.3% | -4.1% |
| 30D | +0.4% | +3.0% | -2.6% | -0.3% |
| 3M | +12.1% | +13.0% | -0.9% | +8.9% |
| 6M | -5.4% | -20.3% | +14.8% | -1.4% |
| YTD | +7.8% | -8.2% | +16.0% | +9.3% |
| 1Y | +22.9% | +6.7% | +16.2% | +21.0% |
| 3Y | +110.7% | +60.4% | +50.3% | +90.1% |
| All | +339.0% | +71.9% | +267.1% | +282.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling