+241.6%
MET vs THC
+1,002.8%
-761.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.5% |
| 7D | -0.8% | +4.1% | -4.8% | -1.5% |
| 30D | -1.4% | +3.5% | -4.9% | -2.1% |
| 3M | +12.5% | +61.7% | -49.2% | +2.1% |
| 6M | +37.1% | +11.8% | +25.3% | +33.0% |
| YTD | +23.8% | +35.4% | -11.6% | +15.3% |
| 1Y | +24.1% | +37.0% | -12.9% | +14.9% |
| 3Y | +65.2% | +260.1% | -194.9% | +23.2% |
| 5Y | +82.3% | +262.6% | -180.3% | +30.2% |
| 10Y | +241.6% | +1,039.2% | -797.6% | +85.9% |
| All | +241.6% | +1,002.8% | -761.2% | +85.9% |
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