+176.6%
MPWR vs HCA
+115.1%
+61.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.8% |
| 7D | +17.3% | -0.9% | +18.2% | +17.6% |
| 30D | +12.1% | +10.3% | +1.7% | +8.2% |
| 3M | +5.6% | +23.2% | -17.6% | -1.8% |
| 6M | -10.7% | +19.1% | -29.9% | -16.7% |
| YTD | +64.0% | +9.0% | +55.0% | +57.5% |
| 1Y | +55.9% | +10.2% | +45.7% | +48.7% |
| 3Y | +199.5% | +122.4% | +77.1% | +91.6% |
| 5Y | +176.6% | +116.3% | +60.3% | +68.4% |
| All | +176.6% | +115.1% | +61.5% | +68.4% |
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