+5,979.9%
MCD vs THC
+508.9%
+5,471.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.8% | -0.7% | -2.2% | -2.8% |
| 30D | -6.0% | +1.3% | -7.3% | -6.1% |
| 3M | -5.6% | +64.2% | -69.8% | -9.9% |
| 6M | -21.9% | +8.3% | -30.1% | -22.7% |
| YTD | -14.7% | +33.4% | -48.1% | -17.3% |
| 1Y | -17.3% | +37.7% | -54.9% | -20.2% |
| 3Y | -2.2% | +236.8% | -238.9% | -14.1% |
| 5Y | +20.3% | +249.3% | -229.0% | +3.0% |
| 10Y | +180.7% | +995.2% | -814.5% | +99.6% |
| All | +5,979.9% | +508.9% | +5,471.1% | +3,440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling