+20.8%
MCD vs THC
+258.4%
-237.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +14.1% | +5.3% | +8.8% | +13.6% |
| 3M | +0.6% | +7.1% | -6.5% | -0.1% |
| 6M | 0.0% | +46.0% | -46.0% | -3.5% |
| YTD | -9.3% | +43.9% | -53.2% | -12.5% |
| 1Y | -9.3% | +45.4% | -54.7% | -12.7% |
| 3Y | +8.6% | +421.3% | -412.7% | -7.9% |
| All | +20.8% | +258.4% | -237.6% | +7.3% |
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