+3,101.0%
MPC vs HCA
+1,537.8%
+1,563.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +5.4% | -3.1% | +8.5% | +6.7% |
| 30D | +31.0% | -1.1% | +32.1% | +31.4% |
| 3M | +46.0% | +12.2% | +33.9% | +37.5% |
| 6M | +77.3% | -25.3% | +102.7% | +95.4% |
| YTD | +141.9% | -12.9% | +154.9% | +148.6% |
| 1Y | +120.9% | -0.9% | +121.8% | +113.8% |
| 3Y | +182.7% | +47.6% | +135.1% | +123.7% |
| 5Y | +646.4% | +67.0% | +579.5% | +433.6% |
| 10Y | +1,138.7% | +471.4% | +667.3% | +423.5% |
| All | +3,101.0% | +1,537.8% | +1,563.2% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling