+1,607.5%
MPWR vs HCA
+503.4%
+1,104.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.3% | +2.9% | -5.2% | -3.4% |
| 30D | -15.4% | +2.4% | -17.8% | -16.3% |
| 3M | -19.4% | +13.0% | -32.4% | -24.2% |
| 6M | +12.7% | -21.4% | +34.1% | +21.9% |
| YTD | +31.3% | -9.5% | +40.8% | +33.6% |
| 1Y | +39.7% | +7.5% | +32.1% | +31.6% |
| 3Y | +142.2% | +57.6% | +84.6% | +87.8% |
| 5Y | +149.0% | +71.1% | +77.9% | +82.5% |
| All | +1,607.5% | +503.4% | +1,104.1% | +710.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling