+1,174.7%
MPC vs HCA
+487.9%
+686.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -1.7% |
| 7D | +3.2% | +4.9% | -1.7% | +1.1% |
| 30D | +25.0% | +1.9% | +23.2% | +23.8% |
| 3M | +55.2% | +12.7% | +42.4% | +45.2% |
| 6M | +86.4% | -22.3% | +108.7% | +104.2% |
| YTD | +148.5% | -9.3% | +157.8% | +151.4% |
| 1Y | +121.7% | +2.7% | +119.0% | +110.0% |
| 3Y | +172.9% | +57.8% | +115.0% | +101.3% |
| 5Y | +679.9% | +70.3% | +609.6% | +421.3% |
| 10Y | +1,174.7% | +499.7% | +675.1% | +391.2% |
| All | +1,174.7% | +487.9% | +686.8% | +391.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling