+40.6%
MDT vs THC
+1,002.8%
-962.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.2% |
| 7D | -0.3% | +4.1% | -4.4% | -1.0% |
| 30D | +2.8% | +3.5% | -0.7% | +2.2% |
| 3M | +13.1% | +61.7% | -48.6% | +4.2% |
| 6M | +2.3% | +11.8% | -9.5% | -0.2% |
| YTD | -2.7% | +35.4% | -38.1% | -8.3% |
| 1Y | +0.9% | +37.0% | -36.2% | -5.4% |
| 3Y | +26.8% | +260.1% | -233.2% | -1.6% |
| 5Y | -19.5% | +262.6% | -282.0% | -39.6% |
| 10Y | +40.6% | +1,039.2% | -998.6% | -18.8% |
| All | +40.6% | +1,002.8% | -962.2% | -18.8% |
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 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