+101.9%
MPC vs THC
+50.5%
+51.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.8% |
| 7D | -9.4% | +7.5% | -16.9% | -8.5% |
| 30D | -14.3% | +9.6% | -23.9% | -13.3% |
| 3M | +31.1% | +10.3% | +20.9% | +32.8% |
| 6M | +60.3% | +51.8% | +8.5% | +68.3% |
| YTD | +142.5% | +45.4% | +97.1% | +150.1% |
| All | +101.9% | +50.5% | +51.3% | +107.6% |
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 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