+18.0%
MGY vs THC
+37.3%
-19.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -0.5% | +4.1% | +3.5% |
| 30D | +5.3% | -1.2% | +6.4% | +5.2% |
| 3M | +2.6% | +52.3% | -49.6% | +5.9% |
| 6M | -3.3% | +12.4% | -15.7% | -0.4% |
| YTD | +29.2% | +32.7% | -3.5% | +31.9% |
| 1Y | +18.0% | +36.4% | -18.3% | +19.8% |
| All | +18.0% | +37.3% | -19.3% | +19.8% |
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 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