+42.8%
MMM vs THC
+258.4%
-215.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +11.7% | +5.3% | +6.4% | +10.6% |
| 3M | +1.0% | +7.1% | -6.1% | -0.4% |
| 6M | +26.0% | +46.0% | -20.0% | +16.7% |
| YTD | +16.3% | +43.9% | -27.6% | +7.5% |
| 1Y | +9.6% | +45.4% | -35.8% | +1.0% |
| 3Y | +157.3% | +421.3% | -264.0% | +83.8% |
| All | +42.8% | +258.4% | -215.6% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling