+540.9%
MPC vs THC
+287.8%
+253.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.7% |
| 7D | -12.8% | +5.9% | -18.6% | -13.4% |
| 30D | -12.7% | +10.8% | -23.6% | -13.8% |
| 3M | +27.1% | +9.4% | +17.6% | +25.5% |
| 6M | +45.8% | +53.3% | -7.5% | +37.2% |
| YTD | +134.7% | +44.2% | +90.6% | +121.3% |
| 1Y | +106.0% | +37.3% | +68.7% | +95.4% |
| 3Y | +165.5% | +421.6% | -256.1% | +97.5% |
| 5Y | +540.9% | +279.8% | +261.1% | +373.7% |
| All | +540.9% | +287.8% | +253.1% | +373.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling