+7,004.6%
MCK vs THC
+596.2%
+6,408.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.2% |
| 7D | -3.6% | +4.1% | -7.7% | -4.1% |
| 30D | +1.4% | +3.5% | -2.1% | +1.0% |
| 3M | +13.8% | +61.7% | -47.9% | +6.9% |
| 6M | -5.2% | +11.8% | -17.0% | -7.0% |
| YTD | +9.0% | +35.4% | -26.4% | +4.2% |
| 1Y | +26.9% | +37.0% | -10.1% | +20.9% |
| 3Y | +114.7% | +260.1% | -145.3% | +77.7% |
| 5Y | +347.1% | +262.6% | +84.5% | +258.6% |
| 10Y | +446.4% | +1,039.2% | -592.8% | +239.1% |
| All | +7,004.6% | +596.2% | +6,408.4% | +3,661.0% |
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 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