+442.2%
MTZ vs THC
+1,758.3%
-1,316.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.8% | -4.5% |
| 7D | -8.7% | +8.8% | -17.6% | -11.4% |
| 30D | -15.0% | +10.0% | -25.0% | -17.9% |
| 3M | -32.6% | +11.7% | -44.3% | -35.3% |
| 6M | -56.3% | +52.5% | -108.8% | -62.4% |
| YTD | -16.8% | +46.1% | -62.9% | -28.1% |
| 1Y | -10.0% | +49.1% | -59.1% | -22.8% |
| 3Y | +267.1% | +439.6% | -172.5% | +107.5% |
| 5Y | +89.9% | +263.2% | -173.3% | +14.0% |
| 10Y | +442.2% | +1,900.5% | -1,458.2% | +81.7% |
| All | +442.2% | +1,758.3% | -1,316.1% | +81.7% |
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