+35.7%
MCO vs THC
+258.4%
-222.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | +9.8% | +5.3% | +4.5% | +8.5% |
| 3M | +4.3% | +7.1% | -2.8% | +2.5% |
| 6M | +16.5% | +46.0% | -29.6% | +5.9% |
| YTD | +0.1% | +43.9% | -43.8% | -9.5% |
| 1Y | +4.4% | +45.4% | -41.0% | -6.1% |
| 3Y | +51.6% | +421.3% | -369.7% | -8.1% |
| All | +35.7% | +258.4% | -222.7% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling