+254.1%
MP vs HCA
+435.0%
-180.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.7% |
| 7D | -10.5% | +4.6% | -15.1% | -12.0% |
| 30D | -23.5% | +12.7% | -36.2% | -26.8% |
| 3M | -25.4% | +21.3% | -46.7% | -30.5% |
| 6M | -51.3% | +15.7% | -67.0% | -54.3% |
| YTD | -29.9% | +6.6% | -36.5% | -32.7% |
| 1Y | -31.8% | +5.7% | -37.6% | -34.5% |
| 3Y | +127.0% | +119.2% | +7.7% | +51.8% |
| 5Y | -3.3% | +107.9% | -111.2% | -36.7% |
| All | +254.1% | +435.0% | -180.9% | +15.0% |
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