+10,363.7%
MPWR vs HCA
+1,648.5%
+8,715.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -2.6% | -3.1% | +0.5% | -1.5% |
| 30D | -9.0% | -1.1% | -7.9% | -8.8% |
| 3M | -25.8% | +12.2% | -38.0% | -30.0% |
| 6M | +11.8% | -25.3% | +37.1% | +22.3% |
| YTD | +35.5% | -12.9% | +48.5% | +39.6% |
| 1Y | +45.3% | -0.9% | +46.2% | +41.8% |
| 3Y | +138.5% | +47.6% | +90.8% | +94.5% |
| 5Y | +152.8% | +67.0% | +85.8% | +93.6% |
| 10Y | +1,616.6% | +471.4% | +1,145.1% | +707.3% |
| All | +10,363.7% | +1,648.5% | +8,715.2% | +2,906.5% |
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