+74.8%
MTZ vs THC
+274.4%
-199.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.6% | +9.8% |
| 7D | -6.4% | +3.7% | -10.1% | -7.7% |
| 30D | -22.1% | +9.0% | -31.1% | -24.2% |
| 3M | -32.7% | +10.4% | -43.1% | -34.8% |
| 6M | -59.8% | +45.7% | -105.5% | -64.4% |
| YTD | -19.9% | +42.6% | -62.5% | -29.3% |
| 1Y | -11.5% | +38.8% | -50.2% | -21.4% |
| 3Y | +258.1% | +418.8% | -160.7% | +109.5% |
| All | +74.8% | +274.4% | -199.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling