+70.1%
MDT vs THC
+1,813.2%
-1,743.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | +1.0% | +0.1% | +0.9% |
| 30D | +9.2% | +5.3% | +3.8% | +8.2% |
| 3M | +14.5% | +7.1% | +7.4% | +13.1% |
| 6M | +37.3% | +46.0% | -8.7% | +28.1% |
| YTD | +9.8% | +43.9% | -34.1% | +2.2% |
| 1Y | +10.5% | +45.4% | -34.9% | +2.5% |
| 3Y | +57.4% | +421.3% | -363.9% | +13.6% |
| 5Y | +1.2% | +261.5% | -260.3% | -24.8% |
| All | +70.1% | +1,813.2% | -1,743.1% | -10.9% |
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