+86.4%
MET vs THC
+250.3%
-163.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +1.2% | -0.7% | +1.8% | +1.2% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | +17.7% | +64.2% | -46.6% | +7.9% |
| 6M | +35.0% | +8.3% | +26.7% | +32.3% |
| YTD | +26.3% | +33.4% | -7.1% | +19.0% |
| 1Y | +22.8% | +37.7% | -14.9% | +14.7% |
| 3Y | +65.9% | +236.8% | -170.8% | +28.7% |
| All | +86.4% | +250.3% | -163.9% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling