+445.3%
MP vs HCA
+336.9%
+108.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -2.9% | -3.1% | +0.2% | -1.9% |
| 30D | +13.8% | -1.1% | +15.0% | +14.2% |
| 3M | -16.7% | +12.2% | -28.9% | -21.0% |
| 6M | -11.5% | -25.3% | +13.9% | -2.4% |
| YTD | +7.9% | -12.9% | +20.9% | +11.4% |
| 1Y | -15.0% | -0.9% | -14.1% | -17.5% |
| 3Y | +153.5% | +47.6% | +105.9% | +99.0% |
| 5Y | +58.7% | +67.0% | -8.3% | +12.2% |
| All | +445.3% | +336.9% | +108.4% | +90.5% |
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