+104.7%
MPC vs HCA
+10.4%
+94.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.5% |
| 7D | +2.6% | -0.9% | +3.5% | +2.3% |
| 30D | -12.2% | +10.3% | -22.5% | -10.0% |
| 3M | +20.1% | +23.2% | -3.1% | +25.9% |
| 6M | +60.6% | +19.1% | +41.5% | +69.2% |
| YTD | +150.6% | +9.0% | +141.6% | +155.3% |
| 1Y | +104.7% | +10.2% | +94.4% | +108.8% |
| All | +104.7% | +10.4% | +94.3% | +108.8% |
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