+1,120.0%
MPC vs THC
+1,000.2%
+119.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | +1.3% | +29.7% | +30.5% |
| 3M | +46.0% | +64.2% | -18.2% | +27.7% |
| 6M | +77.3% | +8.3% | +69.0% | +70.8% |
| YTD | +141.9% | +33.4% | +108.5% | +119.6% |
| 1Y | +120.9% | +37.7% | +83.2% | +97.7% |
| 3Y | +182.7% | +236.8% | -54.1% | +90.7% |
| 5Y | +646.4% | +249.3% | +397.2% | +366.8% |
| All | +1,120.0% | +1,000.2% | +119.7% | +412.6% |
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