-18.2%
MDT vs HCA
+71.9%
-90.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -3.4% | +5.4% | -8.8% | -4.9% |
| 30D | +0.2% | +3.0% | -2.8% | -0.7% |
| 3M | +14.3% | +13.0% | +1.2% | +10.2% |
| 6M | +4.0% | -20.3% | +24.3% | +10.0% |
| YTD | -3.7% | -8.2% | +4.6% | -2.2% |
| 1Y | -0.4% | +6.7% | -7.1% | -3.3% |
| 3Y | +23.3% | +60.4% | -37.1% | +3.7% |
| All | -18.2% | +71.9% | -90.1% | -35.6% |
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