+427.0%
MCK vs THC
+1,022.1%
-595.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | +12.1% | +52.3% | -40.2% | +6.7% |
| 6M | -5.4% | +12.4% | -17.9% | -7.1% |
| YTD | +7.8% | +32.7% | -24.9% | +3.7% |
| 1Y | +22.9% | +36.4% | -13.4% | +17.8% |
| 3Y | +110.7% | +259.3% | -148.6% | +77.7% |
| 5Y | +346.2% | +262.7% | +83.5% | +266.0% |
| All | +427.0% | +1,022.1% | -595.0% | +258.5% |
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