+13.5%
MCHP vs THC
+33.0%
-19.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.1% | +1.5% | -12.7% | -11.2% |
| 3M | -18.1% | +59.9% | -78.0% | -22.4% |
| 6M | +10.8% | +11.0% | -0.2% | +12.2% |
| YTD | +14.2% | +32.6% | -18.3% | +11.6% |
| 1Y | +13.5% | +37.4% | -23.9% | +8.6% |
| All | +13.5% | +33.0% | -19.5% | +8.6% |
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