+1,049.8%
MDB vs THC
+1,978.8%
-929.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -17.4% | -0.7% | -16.8% | -17.3% |
| 30D | -2.0% | +1.3% | -3.3% | -2.3% |
| 3M | -3.0% | +64.2% | -67.3% | -13.6% |
| 6M | +48.7% | +8.3% | +40.4% | +44.6% |
| YTD | -12.1% | +33.4% | -45.5% | -19.3% |
| 1Y | +14.5% | +37.7% | -23.2% | +3.8% |
| 3Y | -6.1% | +236.8% | -242.9% | -33.0% |
| 5Y | -27.3% | +249.3% | -276.6% | -49.7% |
| All | +1,049.8% | +1,978.8% | -929.0% | +488.6% |
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