+199.8%
MPC vs HCA
+118.7%
+81.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.4% |
| 7D | +11.2% | +0.8% | +10.4% | +11.2% |
| 30D | -14.5% | +6.1% | -20.6% | -14.6% |
| 3M | +16.7% | +21.4% | -4.8% | +15.5% |
| 6M | +67.6% | +17.2% | +50.4% | +66.9% |
| YTD | +157.9% | +7.5% | +150.5% | +157.5% |
| 1Y | +116.7% | +6.2% | +110.5% | +116.7% |
| 3Y | +199.8% | +122.0% | +77.7% | +108.3% |
| All | +199.8% | +118.7% | +81.1% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling