+601.4%
MPC vs THC
+258.8%
+342.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.7% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -13.4% | +7.5% | -20.9% | -14.2% |
| 3M | +18.9% | +7.5% | +11.4% | +17.7% |
| 6M | +64.9% | +46.4% | +18.5% | +56.4% |
| YTD | +156.8% | +44.4% | +112.5% | +142.2% |
| 1Y | +113.2% | +43.4% | +69.7% | +100.9% |
| 3Y | +201.8% | +433.3% | -231.5% | +124.0% |
| 5Y | +601.4% | +262.5% | +338.8% | +436.3% |
| All | +601.4% | +258.8% | +342.6% | +436.3% |
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