+27.5%
MCO vs THC
+254.2%
-226.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -1.7% | +1.5% | -3.3% | -2.1% |
| 3M | +3.9% | +59.9% | -56.0% | -7.2% |
| 6M | +3.8% | +11.0% | -7.2% | +0.5% |
| YTD | -7.9% | +32.6% | -40.5% | -15.1% |
| 1Y | -6.8% | +37.4% | -44.2% | -15.3% |
| 3Y | +40.9% | +252.5% | -211.6% | -4.4% |
| 5Y | +27.5% | +262.3% | -234.8% | -18.3% |
| All | +27.5% | +254.2% | -226.7% | -18.3% |
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 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