+9.5%
MGY vs THC
+46.1%
-36.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.6% | -14.8% | -3.9% |
| 7D | -12.1% | +8.8% | -21.0% | -10.9% |
| 30D | -2.6% | +12.6% | -15.3% | -0.9% |
| 3M | -4.2% | +15.4% | -19.6% | -2.1% |
| 6M | -23.9% | +57.7% | -81.6% | -19.8% |
| YTD | +8.8% | +47.1% | -38.2% | +13.6% |
| 1Y | +9.5% | +40.7% | -31.2% | +14.6% |
| All | +9.5% | +46.1% | -36.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling