+35,450.5%
MCHP vs THC
+1,045.8%
+34,404.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | -16.3% | +7.5% | -23.8% | -17.3% |
| 3M | -21.4% | +7.5% | -28.9% | -22.4% |
| 6M | -35.8% | +46.4% | -82.2% | -40.2% |
| YTD | -0.9% | +44.4% | -45.3% | -7.9% |
| 1Y | +14.5% | +43.4% | -28.9% | +6.5% |
| 3Y | -13.7% | +433.3% | -447.0% | -35.5% |
| 5Y | -16.9% | +262.5% | -279.4% | -35.6% |
| 10Y | +137.5% | +1,871.5% | -1,734.1% | +32.7% |
| All | +35,450.5% | +1,045.8% | +34,404.7% | +16,372.3% |
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