-11.7%
MP vs HCA
-3.4%
-8.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.4% |
| 7D | +3.0% | -2.8% | +5.8% | +2.6% |
| 30D | +8.3% | -2.7% | +11.1% | +7.8% |
| 3M | -3.8% | +11.5% | -15.3% | -2.2% |
| 6M | -4.9% | -24.3% | +19.4% | -6.0% |
| YTD | +9.6% | -13.6% | +23.2% | +11.1% |
| 1Y | -11.7% | -3.2% | -8.5% | +2.3% |
| All | -11.7% | -3.4% | -8.4% | +2.3% |
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