+79.6%
MMM vs THC
+1,758.3%
-1,678.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +7.0% | +8.8% | -1.9% | +5.6% |
| 30D | +18.4% | +10.0% | +8.3% | +16.7% |
| 3M | +4.5% | +11.7% | -7.2% | +2.7% |
| 6M | +33.4% | +52.5% | -19.0% | +24.6% |
| YTD | +20.0% | +46.1% | -26.1% | +12.3% |
| 1Y | +15.0% | +49.1% | -34.1% | +7.2% |
| 3Y | +165.0% | +439.6% | -274.6% | +101.7% |
| 5Y | +47.9% | +263.2% | -215.2% | +15.5% |
| 10Y | +79.6% | +1,900.5% | -1,820.8% | +13.0% |
| All | +79.6% | +1,758.3% | -1,678.7% | +13.0% |
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