-3.2%
MCD vs THC
+51.2%
-54.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +7.3% | +8.8% | -1.6% | +6.3% |
| 30D | +20.0% | +10.0% | +9.9% | +18.7% |
| 3M | +3.8% | +11.7% | -7.9% | +2.6% |
| 6M | +3.8% | +52.5% | -48.7% | +0.6% |
| YTD | -5.9% | +46.1% | -51.9% | -7.6% |
| 1Y | -3.2% | +49.1% | -52.3% | -4.9% |
| All | -3.2% | +51.2% | -54.4% | -4.9% |
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