+43.1%
MCO vs THC
+258.2%
-215.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.0% |
| 7D | -3.1% | +4.1% | -7.2% | -3.8% |
| 30D | -0.5% | +3.5% | -4.1% | -1.1% |
| 3M | +5.7% | +61.7% | -56.0% | -2.5% |
| 6M | +3.0% | +11.8% | -8.8% | +0.8% |
| YTD | -6.5% | +35.4% | -41.9% | -11.8% |
| 1Y | -5.8% | +37.0% | -42.8% | -11.6% |
| All | +43.1% | +258.2% | -215.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling