+244.6%
MDT vs HCA
+1,743.3%
-1,498.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -3.4% | +5.4% | -8.8% | -5.0% |
| 30D | +0.2% | +3.0% | -2.8% | -0.8% |
| 3M | +14.3% | +13.0% | +1.2% | +9.8% |
| 6M | +4.0% | -20.3% | +24.3% | +10.7% |
| YTD | -3.7% | -8.2% | +4.6% | -2.0% |
| 1Y | -0.4% | +6.7% | -7.1% | -3.4% |
| 3Y | +23.3% | +60.4% | -37.1% | +3.5% |
| 5Y | -18.9% | +73.4% | -92.3% | -35.1% |
| 10Y | +39.2% | +506.9% | -467.8% | -25.7% |
| All | +244.6% | +1,743.3% | -1,498.6% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling