+534.5%
MPC vs THC
+274.4%
+260.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -16.2% | +3.7% | -19.9% | -16.6% |
| 30D | -15.7% | +9.0% | -24.8% | -16.6% |
| 3M | +24.9% | +10.4% | +14.5% | +23.3% |
| 6M | +52.7% | +45.7% | +7.0% | +44.8% |
| YTD | +131.9% | +42.6% | +89.3% | +118.9% |
| 1Y | +96.6% | +38.8% | +57.9% | +86.1% |
| 3Y | +163.8% | +418.8% | -255.0% | +96.3% |
| All | +534.5% | +274.4% | +260.1% | +368.6% |
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 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