+45.8%
MPC vs THC
+55.1%
-9.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -4.3% |
| 7D | -12.8% | +5.9% | -18.6% | -11.5% |
| 30D | -12.7% | +10.8% | -23.6% | -10.9% |
| 3M | +27.1% | +9.4% | +17.6% | +29.8% |
| 6M | +45.8% | +53.3% | -7.5% | +58.2% |
| All | +45.8% | +55.1% | -9.3% | +58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling