+254.1%
MP vs THC
+1,296.4%
-1,042.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.2% |
| 7D | -10.5% | +3.7% | -14.2% | -11.5% |
| 30D | -23.5% | +9.0% | -32.6% | -25.4% |
| 3M | -25.4% | +10.4% | -35.8% | -27.6% |
| 6M | -51.3% | +45.7% | -96.9% | -56.7% |
| YTD | -29.9% | +42.6% | -72.5% | -38.1% |
| 1Y | -31.8% | +38.8% | -70.6% | -39.4% |
| 3Y | +127.0% | +418.8% | -291.8% | +28.0% |
| 5Y | -3.3% | +275.7% | -278.9% | -43.0% |
| All | +254.1% | +1,296.4% | -1,042.3% | +40.3% |
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