+163.8%
MPC vs THC
+413.3%
-249.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -16.2% | +3.7% | -19.9% | -16.4% |
| 30D | -15.7% | +9.0% | -24.8% | -16.2% |
| 3M | +24.9% | +10.4% | +14.5% | +24.0% |
| 6M | +52.7% | +45.7% | +7.0% | +48.0% |
| YTD | +131.9% | +42.6% | +89.3% | +123.5% |
| 1Y | +96.6% | +38.8% | +57.9% | +90.0% |
| 3Y | +163.8% | +418.8% | -255.0% | +90.2% |
| All | +163.8% | +413.3% | -249.5% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling