+642.2%
MPC vs THC
+250.3%
+391.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.5% |
| 30D | +31.0% | +1.3% | +29.7% | +30.7% |
| 3M | +46.0% | +64.2% | -18.2% | +36.3% |
| 6M | +77.3% | +8.3% | +69.0% | +75.1% |
| YTD | +141.9% | +33.4% | +108.5% | +130.5% |
| 1Y | +120.9% | +37.7% | +83.2% | +108.7% |
| 3Y | +182.7% | +236.8% | -54.1% | +125.5% |
| All | +642.2% | +250.3% | +391.9% | +488.9% |
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