-8.6%
MCD vs THC
+44.8%
-53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.1% |
| 3M | 0.0% | +7.5% | -7.6% | -0.9% |
| 6M | +0.9% | +46.4% | -45.5% | -1.9% |
| YTD | -8.7% | +44.4% | -53.1% | -10.2% |
| 1Y | -8.6% | +43.4% | -52.0% | -10.0% |
| All | -8.6% | +44.8% | -53.4% | -10.0% |
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