+398.0%
MTZ vs THC
+1,813.2%
-1,415.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +5.0% | +1.0% | +4.0% | +4.8% |
| 30D | -6.0% | +5.3% | -11.3% | -8.0% |
| 3M | -36.1% | +7.1% | -43.2% | -37.9% |
| 6M | -56.9% | +46.0% | -102.9% | -62.4% |
| YTD | -15.9% | +43.9% | -59.8% | -26.9% |
| 1Y | -3.8% | +45.4% | -49.3% | -16.8% |
| 3Y | +272.3% | +421.3% | -149.0% | +112.9% |
| 5Y | +91.1% | +261.5% | -170.4% | +15.0% |
| All | +398.0% | +1,813.2% | -1,415.2% | +82.7% |
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