+492.6%
MTZ vs THC
+1,325.8%
-833.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.0% |
| 7D | -2.4% | +7.5% | -9.9% | -5.0% |
| 30D | -11.1% | +9.6% | -20.7% | -14.0% |
| 3M | -30.6% | +10.3% | -40.9% | -33.1% |
| 6M | -54.4% | +51.8% | -106.2% | -60.6% |
| YTD | -13.0% | +45.4% | -58.5% | -24.7% |
| 1Y | -5.7% | +40.8% | -46.5% | -17.7% |
| 3Y | +297.2% | +448.8% | -151.6% | +123.8% |
| 5Y | +95.9% | +263.4% | -167.5% | +17.8% |
| 10Y | +492.6% | +1,800.1% | -1,307.4% | +107.0% |
| All | +492.6% | +1,325.8% | -833.1% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling