+45.3%
MMM vs THC
+274.4%
-229.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +6.2% | +3.7% | +2.5% | +5.5% |
| 30D | +14.2% | +9.0% | +5.2% | +12.4% |
| 3M | +2.9% | +10.4% | -7.5% | +0.9% |
| 6M | +27.6% | +45.7% | -18.1% | +18.2% |
| YTD | +17.3% | +42.6% | -25.3% | +8.6% |
| 1Y | +15.1% | +38.8% | -23.7% | +6.9% |
| 3Y | +157.1% | +418.8% | -261.7% | +84.1% |
| All | +45.3% | +274.4% | -229.1% | +5.8% |
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