+445.3%
MP vs THC
+1,206.3%
-761.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +13.8% | +1.3% | +12.6% | +13.4% |
| 3M | -16.7% | +64.2% | -80.9% | -28.0% |
| 6M | -11.5% | +8.3% | -19.8% | -14.5% |
| YTD | +7.9% | +33.4% | -25.4% | -2.7% |
| 1Y | -15.0% | +37.7% | -52.7% | -24.6% |
| 3Y | +153.5% | +236.8% | -83.3% | +62.5% |
| 5Y | +58.7% | +249.3% | -190.6% | -4.6% |
| All | +445.3% | +1,206.3% | -761.0% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling