+153.3%
MP vs THC
+238.5%
-85.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +13.8% | +1.3% | +12.6% | +13.5% |
| 3M | -16.7% | +64.2% | -80.9% | -25.2% |
| 6M | -11.5% | +8.3% | -19.8% | -12.3% |
| YTD | +7.9% | +33.4% | -25.4% | +0.5% |
| 1Y | -15.0% | +37.7% | -52.7% | -22.2% |
| All | +153.3% | +238.5% | -85.2% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling