-11.5%
MTZ vs THC
+35.6%
-47.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.6% | +9.5% |
| 7D | -6.4% | +3.7% | -10.1% | -6.0% |
| 30D | -22.1% | +9.0% | -31.1% | -21.9% |
| 3M | -32.7% | +10.4% | -43.1% | -32.6% |
| 6M | -59.8% | +45.7% | -105.5% | -61.0% |
| YTD | -19.9% | +42.6% | -62.5% | -22.6% |
| 1Y | -11.5% | +38.8% | -50.2% | -13.9% |
| All | -11.5% | +35.6% | -47.1% | -13.9% |
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