-14.3%
MTZ vs THC
+46.1%
-60.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +9.6% | -25.0% | -15.0% |
| 7D | -7.4% | +8.8% | -16.2% | -7.0% |
| 30D | -23.6% | +12.6% | -36.2% | -23.4% |
| 3M | -38.3% | +15.4% | -53.7% | -38.2% |
| 6M | -60.6% | +57.7% | -118.3% | -62.2% |
| YTD | -22.9% | +47.1% | -70.0% | -25.5% |
| 1Y | -14.3% | +40.7% | -55.0% | -16.1% |
| All | -14.3% | +46.1% | -60.4% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling