+117.2%
MPC vs HCA
+11.2%
+106.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.3% | -18.4% | -5.8% |
| 7D | -10.9% | +10.2% | -21.2% | -8.6% |
| 30D | -9.4% | +17.4% | -26.8% | -6.0% |
| 3M | +26.0% | +27.7% | -1.7% | +33.3% |
| 6M | +56.5% | +20.0% | +36.5% | +65.2% |
| YTD | +144.3% | +10.0% | +134.3% | +150.9% |
| 1Y | +117.2% | +9.0% | +108.2% | +123.6% |
| All | +117.2% | +11.2% | +106.1% | +123.6% |
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