+1,226.3%
MET vs THC
+343.9%
+882.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -1.2% | +3.7% | -4.9% | -2.0% |
| 30D | +3.2% | +9.0% | -5.8% | +1.2% |
| 3M | -1.1% | +10.4% | -11.5% | -3.4% |
| 6M | +25.0% | +45.7% | -20.6% | +14.2% |
| YTD | +27.9% | +42.6% | -14.7% | +16.5% |
| 1Y | +32.9% | +38.8% | -5.9% | +21.4% |
| 3Y | +78.8% | +418.8% | -340.0% | +19.0% |
| 5Y | +79.6% | +275.7% | -196.1% | +22.2% |
| 10Y | +228.1% | +1,496.2% | -1,268.1% | +36.8% |
| All | +1,226.3% | +343.9% | +882.5% | +369.8% |
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 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