+30.0%
MTZ vs THC
+40.9%
-10.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.1% | +1.3% | -12.3% | -11.1% |
| 3M | -36.7% | +64.2% | -101.0% | -41.7% |
| 6M | -21.9% | +8.3% | -30.2% | -21.3% |
| YTD | +9.1% | +33.4% | -24.3% | +4.8% |
| 1Y | +30.0% | +37.7% | -7.7% | +24.5% |
| All | +30.0% | +40.9% | -10.9% | +24.5% |
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