+29.9%
MCHP vs THC
+46.1%
-16.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.6% | -12.9% | -3.5% |
| 7D | -5.4% | +8.8% | -14.2% | -5.6% |
| 30D | -7.5% | +12.6% | -20.2% | -8.0% |
| 3M | -6.0% | +15.4% | -21.4% | -6.6% |
| 6M | -20.1% | +57.7% | -77.7% | -22.6% |
| YTD | +20.2% | +47.1% | -26.8% | +17.5% |
| 1Y | +29.9% | +40.7% | -10.7% | +27.6% |
| All | +29.9% | +46.1% | -16.2% | +27.6% |
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