+7,389.9%
MCO vs THC
+582.1%
+6,807.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | -2.7% | -2.6% | -0.2% | -2.3% |
| 30D | +0.9% | -1.2% | +2.1% | +1.1% |
| 3M | +8.7% | +58.9% | -50.2% | -0.2% |
| 6M | +2.4% | +9.3% | -6.9% | 0.0% |
| YTD | -5.2% | +30.4% | -35.5% | -10.5% |
| 1Y | -4.4% | +34.6% | -39.0% | -10.6% |
| 3Y | +45.1% | +246.7% | -201.5% | +12.6% |
| 5Y | +31.5% | +244.5% | -213.1% | -0.8% |
| 10Y | +380.7% | +950.1% | -569.4% | +156.7% |
| All | +7,389.9% | +582.1% | +6,807.8% | +2,924.4% |
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 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