+117.2%
MPC vs THC
+46.1%
+71.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.6% | -17.7% | -7.0% |
| 7D | -10.9% | +8.8% | -19.8% | -9.8% |
| 30D | -9.4% | +12.6% | -22.0% | -8.0% |
| 3M | +26.0% | +15.4% | +10.6% | +28.4% |
| 6M | +56.5% | +57.7% | -1.2% | +65.4% |
| YTD | +144.3% | +47.1% | +97.2% | +153.4% |
| 1Y | +117.2% | +40.7% | +76.5% | +125.5% |
| All | +117.2% | +46.1% | +71.1% | +125.5% |
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 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