-10.5%
MDB vs THC
+436.4%
-446.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | +3.0% | +0.2% | +2.7% | +3.0% |
| 30D | -11.3% | +9.0% | -20.3% | -12.4% |
| 3M | -23.0% | +12.9% | -35.9% | -24.3% |
| 6M | +14.8% | +52.8% | -38.1% | +7.9% |
| YTD | -19.4% | +47.4% | -66.9% | -24.8% |
| 1Y | -9.0% | +47.7% | -56.7% | -15.3% |
| All | -10.5% | +436.4% | -446.9% | -47.1% |
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