+101.7%
MPC vs HCA
+11.6%
+90.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | +9.0% | -17.8% | -6.8% |
| 30D | -14.4% | +11.8% | -26.2% | -12.1% |
| 3M | +21.9% | +22.1% | -0.1% | +27.6% |
| 6M | +60.1% | +16.4% | +43.8% | +68.1% |
| YTD | +142.3% | +8.6% | +133.7% | +146.7% |
| 1Y | +101.7% | +10.6% | +91.1% | +104.5% |
| All | +101.7% | +11.6% | +90.1% | +104.5% |
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