+297.2%
MTZ vs THC
+428.0%
-130.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +8.2% |
| 7D | -2.4% | +7.5% | -9.9% | -4.2% |
| 30D | -11.1% | +9.6% | -20.7% | -13.1% |
| 3M | -30.6% | +10.3% | -40.9% | -32.4% |
| 6M | -54.4% | +51.8% | -106.2% | -59.7% |
| YTD | -13.0% | +45.4% | -58.5% | -22.8% |
| 1Y | -5.7% | +40.8% | -46.5% | -15.7% |
| 3Y | +297.2% | +448.8% | -151.6% | +96.6% |
| All | +297.2% | +428.0% | -130.8% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling