-34.6%
MP vs HCA
+11.2%
-45.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.3% | -15.4% | -3.5% |
| 7D | -12.5% | +10.2% | -22.8% | -11.1% |
| 30D | -23.3% | +17.4% | -40.8% | -21.6% |
| 3M | -24.4% | +27.7% | -52.0% | -22.0% |
| 6M | -45.8% | +20.0% | -65.8% | -42.5% |
| YTD | -28.9% | +10.0% | -38.9% | -25.7% |
| 1Y | -34.6% | +9.0% | -43.6% | -30.8% |
| All | -34.6% | +11.2% | -45.8% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling