+3,101.0%
MPC vs THC
+955.1%
+2,145.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | +31.0% | +1.3% | +29.7% | +30.5% |
| 3M | +46.0% | +64.2% | -18.2% | +27.0% |
| 6M | +77.3% | +8.3% | +69.0% | +70.4% |
| YTD | +141.9% | +33.4% | +108.5% | +118.7% |
| 1Y | +120.9% | +37.7% | +83.2% | +96.8% |
| 3Y | +182.7% | +236.8% | -54.1% | +88.8% |
| 5Y | +646.4% | +249.3% | +397.2% | +361.4% |
| 10Y | +1,138.7% | +995.2% | +143.5% | +373.4% |
| All | +3,101.0% | +955.1% | +2,145.9% | +932.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling