+12,293.2%
MPWR vs HCA
+2,065.5%
+10,227.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -1.7% |
| 7D | +27.9% | -1.3% | +29.3% | +28.6% |
| 30D | +9.7% | +8.7% | +1.0% | +5.9% |
| 3M | +1.7% | +21.0% | -19.3% | -5.7% |
| 6M | -9.2% | +17.0% | -26.2% | -16.0% |
| YTD | +60.5% | +7.8% | +52.7% | +52.2% |
| 1Y | +52.0% | +6.4% | +45.6% | +44.6% |
| 3Y | +193.1% | +120.0% | +73.1% | +104.9% |
| 5Y | +167.3% | +112.9% | +54.4% | +86.7% |
| 10Y | +1,878.8% | +678.2% | +1,200.6% | +736.5% |
| All | +12,293.2% | +2,065.5% | +10,227.7% | +3,179.1% |
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 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