-32.6%
MP vs HCA
+7.0%
-39.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +9.5% | +0.8% | +8.6% | +9.6% |
| 30D | -3.0% | +6.1% | -9.1% | -2.0% |
| 3M | -30.4% | +21.4% | -51.8% | -29.1% |
| 6M | -39.2% | +17.2% | -56.4% | -35.9% |
| YTD | -23.3% | +7.5% | -30.7% | -21.6% |
| 1Y | -32.6% | +6.2% | -38.8% | -30.4% |
| All | -32.6% | +7.0% | -39.6% | -30.4% |
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