+76.3%
MMM vs THC
+1,813.2%
-1,736.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.4% | +1.0% | -1.3% | -0.5% |
| 30D | +12.1% | +5.3% | +6.8% | +11.3% |
| 3M | +1.4% | +7.1% | -5.7% | +0.3% |
| 6M | +26.6% | +46.0% | -19.5% | +18.9% |
| YTD | +16.8% | +43.9% | -27.1% | +9.6% |
| 1Y | +10.1% | +45.4% | -35.4% | +3.0% |
| 3Y | +158.4% | +421.3% | -262.9% | +97.2% |
| 5Y | +43.1% | +261.5% | -218.4% | +11.5% |
| All | +76.3% | +1,813.2% | -1,736.9% | +8.4% |
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