+42,373.9%
MCHP vs THC
+958.7%
+41,415.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -4.1% | +1.3% | -5.3% | -4.3% |
| 3M | -22.5% | +64.2% | -86.8% | -29.0% |
| 6M | +7.3% | +8.3% | -1.0% | +4.9% |
| YTD | +18.4% | +33.4% | -15.0% | +11.6% |
| 1Y | +18.1% | +37.7% | -19.5% | +10.5% |
| 3Y | -2.8% | +236.8% | -239.6% | -22.0% |
| 5Y | +5.5% | +249.3% | -243.8% | -17.7% |
| 10Y | +185.8% | +995.2% | -809.4% | +71.0% |
| All | +42,373.9% | +958.7% | +41,415.2% | +19,858.6% |
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 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