+1,106.2%
MPC vs THC
+1,325.8%
-219.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.1% |
| 7D | -9.4% | +7.5% | -16.9% | -11.3% |
| 30D | -14.3% | +9.6% | -23.9% | -16.5% |
| 3M | +31.1% | +10.3% | +20.9% | +27.4% |
| 6M | +60.3% | +51.8% | +8.5% | +41.5% |
| YTD | +142.5% | +45.4% | +97.1% | +113.7% |
| 1Y | +104.6% | +40.8% | +63.8% | +81.2% |
| 3Y | +191.7% | +448.8% | -257.1% | +69.0% |
| 5Y | +549.2% | +263.4% | +285.8% | +294.9% |
| 10Y | +1,106.2% | +1,800.1% | -693.8% | +349.3% |
| All | +1,106.2% | +1,325.8% | -219.5% | +349.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling