+195.2%
MCD vs THC
+1,818.8%
-1,623.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +16.0% | +7.5% | +8.6% | +15.2% |
| 3M | 0.0% | +7.5% | -7.6% | -0.8% |
| 6M | +0.9% | +46.4% | -45.5% | -3.1% |
| YTD | -8.7% | +44.4% | -53.1% | -12.5% |
| 1Y | -8.6% | +43.4% | -52.0% | -12.4% |
| 3Y | +9.9% | +433.3% | -423.4% | -9.0% |
| 5Y | +22.6% | +262.5% | -239.9% | +3.3% |
| All | +195.2% | +1,818.8% | -1,623.6% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling