+935.2%
MDB vs THC
+2,176.6%
-1,241.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | +8.8% | -9.9% | -2.9% |
| 30D | -14.0% | +10.0% | -24.0% | -15.8% |
| 3M | -20.3% | +11.7% | -32.0% | -22.3% |
| 6M | +10.9% | +52.5% | -41.6% | -0.1% |
| YTD | -20.9% | +46.1% | -67.0% | -28.9% |
| 1Y | -11.2% | +49.1% | -60.3% | -20.7% |
| 3Y | -11.9% | +439.6% | -451.6% | -43.5% |
| 5Y | -40.2% | +263.2% | -303.3% | -59.1% |
| All | +935.2% | +2,176.6% | -1,241.5% | +418.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling