-7.8%
MP vs THC
+287.8%
-295.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.0% | -4.1% | -5.6% |
| 7D | -19.0% | +5.9% | -24.8% | -20.2% |
| 30D | -30.5% | +10.8% | -41.3% | -32.3% |
| 3M | -29.6% | +9.4% | -39.0% | -31.3% |
| 6M | -50.4% | +53.3% | -103.7% | -56.4% |
| YTD | -33.2% | +44.2% | -77.4% | -40.9% |
| 1Y | -38.6% | +37.3% | -75.9% | -44.9% |
| 3Y | +105.5% | +421.6% | -316.1% | +11.3% |
| 5Y | -7.8% | +279.8% | -287.7% | -47.7% |
| All | -7.8% | +287.8% | -295.6% | -47.7% |
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