+210.4%
MGY vs THC
+1,239.2%
-1,028.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -0.5% | +4.1% | +3.7% |
| 30D | +5.3% | -1.2% | +6.4% | +5.5% |
| 3M | +2.6% | +52.3% | -49.6% | -10.4% |
| 6M | -3.3% | +12.4% | -15.7% | -8.5% |
| YTD | +29.2% | +32.7% | -3.5% | +15.2% |
| 1Y | +18.0% | +36.4% | -18.3% | +3.7% |
| 3Y | +30.0% | +259.3% | -229.3% | -20.6% |
| 5Y | +92.7% | +262.7% | -170.0% | +8.7% |
| All | +210.4% | +1,239.2% | -1,028.8% | +8.5% |
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