+678.6%
MPC vs HCA
+66.8%
+611.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +3.9% | -2.8% | +6.7% | +4.3% |
| 30D | +33.8% | -2.7% | +36.5% | +34.3% |
| 3M | +49.9% | +11.5% | +38.4% | +45.9% |
| 6M | +80.9% | -24.3% | +105.2% | +90.7% |
| YTD | +147.4% | -13.6% | +161.0% | +151.6% |
| 1Y | +123.2% | -3.2% | +126.4% | +119.7% |
| 3Y | +171.7% | +50.4% | +121.3% | +133.1% |
| 5Y | +678.6% | +64.8% | +613.8% | +517.3% |
| All | +678.6% | +66.8% | +611.8% | +517.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling