-31.8%
MP vs THC
+35.6%
-67.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.8% |
| 7D | -10.5% | +3.7% | -14.2% | -9.9% |
| 30D | -23.5% | +9.0% | -32.6% | -22.6% |
| 3M | -25.4% | +10.4% | -35.8% | -24.3% |
| 6M | -51.3% | +45.7% | -96.9% | -48.4% |
| YTD | -29.9% | +42.6% | -72.5% | -26.5% |
| 1Y | -31.8% | +38.8% | -70.6% | -27.8% |
| All | -31.8% | +35.6% | -67.4% | -27.8% |
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 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