+156.8%
MPWR vs HCA
+66.8%
+90.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | -2.8% | +2.2% | +0.3% |
| 30D | -13.1% | -2.7% | -10.3% | -12.4% |
| 3M | -21.7% | +11.5% | -33.2% | -25.9% |
| 6M | +19.5% | -24.3% | +43.8% | +31.8% |
| YTD | +34.9% | -13.6% | +48.5% | +40.3% |
| 1Y | +42.0% | -3.2% | +45.2% | +39.6% |
| 3Y | +148.8% | +50.4% | +98.4% | +88.7% |
| 5Y | +156.8% | +64.8% | +92.0% | +73.1% |
| All | +156.8% | +66.8% | +90.0% | +73.1% |
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