+199.5%
MCHP vs THC
+1,022.1%
-822.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | -6.0% | -1.2% | -4.9% | -5.9% |
| 3M | -19.7% | +52.3% | -72.0% | -27.9% |
| 6M | +14.0% | +12.4% | +1.6% | +9.5% |
| YTD | +18.4% | +32.7% | -14.3% | +9.1% |
| 1Y | +17.1% | +36.4% | -19.3% | +6.7% |
| 3Y | +0.7% | +259.3% | -258.6% | -27.8% |
| 5Y | +5.1% | +262.7% | -257.6% | -27.2% |
| All | +199.5% | +1,022.1% | -822.6% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling