+8,709.8%
MDT vs THC
+550.9%
+8,158.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | +5.4% | +3.7% | +1.8% | +4.9% |
| 30D | +19.1% | +9.0% | +10.0% | +17.6% |
| 3M | +19.5% | +10.4% | +9.1% | +17.8% |
| 6M | +33.5% | +45.7% | -12.2% | +26.2% |
| YTD | +8.7% | +42.6% | -33.9% | +2.6% |
| 1Y | +16.8% | +38.8% | -22.0% | +10.5% |
| 3Y | +53.0% | +418.8% | -365.9% | +18.1% |
| 5Y | -2.9% | +275.7% | -278.5% | -23.7% |
| 10Y | +61.4% | +1,496.2% | -1,434.8% | -6.1% |
| All | +8,709.8% | +550.9% | +8,158.9% | +3,953.6% |
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