+3,106.3%
MPC vs HCA
+1,943.6%
+1,162.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -8.8% | +9.0% | -17.8% | -12.3% |
| 30D | -14.4% | +11.8% | -26.2% | -18.5% |
| 3M | +21.9% | +22.1% | -0.1% | +11.8% |
| 6M | +60.1% | +16.4% | +43.8% | +47.7% |
| YTD | +142.3% | +8.6% | +133.7% | +126.7% |
| 1Y | +101.7% | +10.6% | +91.1% | +86.9% |
| 3Y | +184.8% | +121.7% | +63.1% | +89.5% |
| 5Y | +564.6% | +114.5% | +450.1% | +327.8% |
| 10Y | +1,098.3% | +657.1% | +441.3% | +354.9% |
| All | +3,106.3% | +1,943.6% | +1,162.8% | +644.5% |
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 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