+1,094.5%
MPC vs THC
+1,861.3%
-766.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -8.8% | +8.8% | -17.7% | -11.0% |
| 30D | -14.4% | +10.0% | -24.4% | -16.7% |
| 3M | +21.9% | +11.7% | +10.3% | +18.1% |
| 6M | +60.1% | +52.5% | +7.7% | +41.2% |
| YTD | +142.3% | +46.1% | +96.2% | +113.3% |
| 1Y | +101.7% | +49.1% | +52.6% | +76.0% |
| 3Y | +184.8% | +439.6% | -254.9% | +65.7% |
| 5Y | +564.6% | +263.2% | +301.5% | +304.3% |
| All | +1,094.5% | +1,861.3% | -766.8% | +343.1% |
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