+1,171.8%
MPC vs THC
+1,813.2%
-641.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +11.2% | +1.0% | +10.3% | +11.0% |
| 30D | -14.5% | +5.3% | -19.8% | -15.9% |
| 3M | +16.7% | +7.1% | +9.6% | +14.1% |
| 6M | +67.6% | +46.0% | +21.5% | +49.3% |
| YTD | +157.9% | +43.9% | +114.0% | +127.7% |
| 1Y | +116.7% | +45.4% | +71.2% | +90.1% |
| 3Y | +199.8% | +421.3% | -221.5% | +75.4% |
| 5Y | +604.4% | +261.5% | +342.9% | +327.3% |
| All | +1,171.8% | +1,813.2% | -641.5% | +369.1% |
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