-3.9%
MCD vs THC
+46.1%
-50.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.6% | -3.1% | +5.4% |
| 7D | +11.9% | +8.8% | +3.0% | +10.8% |
| 30D | +20.2% | +12.6% | +7.6% | +18.7% |
| 3M | +5.2% | +15.4% | -10.2% | +3.7% |
| 6M | 0.0% | +57.7% | -57.7% | -3.2% |
| YTD | -6.5% | +47.1% | -53.6% | -8.5% |
| 1Y | -3.9% | +40.7% | -44.6% | -6.0% |
| All | -3.9% | +46.1% | -50.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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