+14.3%
MMM vs THC
+48.4%
-34.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +7.0% | +8.8% | -1.9% | +5.3% |
| 30D | +18.4% | +10.0% | +8.3% | +16.4% |
| 3M | +4.5% | +11.7% | -7.2% | +2.4% |
| 6M | +33.4% | +52.5% | -19.0% | +24.7% |
| YTD | +20.0% | +46.1% | -26.1% | +14.0% |
| All | +14.3% | +48.4% | -34.1% | +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 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