+29.4%
MMM vs THC
+250.3%
-220.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | -3.3% | -0.7% | -2.7% | -3.2% |
| 30D | -7.0% | +1.3% | -8.3% | -7.3% |
| 3M | +10.8% | +64.2% | -53.4% | +0.7% |
| 6M | +5.8% | +8.3% | -2.5% | +3.6% |
| YTD | +6.8% | +33.4% | -26.6% | +0.3% |
| 1Y | +10.4% | +37.7% | -27.3% | +2.7% |
| 3Y | +104.7% | +236.8% | -132.1% | +57.9% |
| All | +29.4% | +250.3% | -220.9% | -2.0% |
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