+121.7%
MPC vs HCA
+2.1%
+119.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +1.3% |
| 7D | +3.2% | +4.9% | -1.7% | +4.1% |
| 30D | +25.0% | +1.9% | +23.2% | +25.5% |
| 3M | +55.2% | +12.7% | +42.4% | +58.6% |
| 6M | +86.4% | -22.3% | +108.7% | +86.3% |
| YTD | +148.5% | -9.3% | +157.8% | +145.3% |
| 1Y | +121.7% | +2.7% | +119.0% | +113.8% |
| All | +121.7% | +2.1% | +119.6% | +113.8% |
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