+22.7%
MCD vs THC
+274.4%
-251.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | +7.1% | +3.7% | +3.4% | +6.8% |
| 30D | +19.8% | +9.0% | +10.7% | +18.8% |
| 3M | +0.8% | +10.4% | -9.6% | -0.1% |
| 6M | -1.3% | +45.7% | -47.0% | -4.7% |
| YTD | -7.8% | +42.6% | -50.3% | -11.0% |
| 1Y | -5.0% | +38.8% | -43.7% | -8.1% |
| 3Y | +10.5% | +418.8% | -408.3% | -6.2% |
| All | +22.7% | +274.4% | -251.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling