+39.7%
MPWR vs HCA
+2.1%
+37.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | -2.3% | +2.9% | -5.2% | -1.8% |
| 30D | -15.4% | +2.4% | -17.8% | -15.0% |
| 3M | -19.4% | +13.0% | -32.4% | -18.4% |
| 6M | +12.7% | -21.4% | +34.1% | +21.5% |
| YTD | +31.3% | -9.5% | +40.8% | +39.6% |
| 1Y | +39.7% | +7.5% | +32.1% | +64.7% |
| All | +39.7% | +2.1% | +37.5% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling