-45.2%
MDB vs THC
+274.4%
-319.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | -11.4% | +3.7% | -15.1% | -12.7% |
| 30D | -13.8% | +9.0% | -22.9% | -16.7% |
| 3M | -15.5% | +10.4% | -25.9% | -18.7% |
| 6M | +17.9% | +45.7% | -27.7% | +0.5% |
| YTD | -25.5% | +42.6% | -68.0% | -37.6% |
| 1Y | -12.1% | +38.8% | -50.8% | -25.9% |
| 3Y | -5.9% | +418.8% | -424.7% | -63.7% |
| All | -45.2% | +274.4% | -319.6% | -75.8% |
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