-63.7%
MTZ vs THC
+55.1%
-118.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -5.7% |
| 7D | -10.6% | +5.9% | -16.5% | -8.5% |
| 30D | -30.4% | +10.8% | -41.2% | -28.3% |
| 3M | -40.4% | +9.4% | -49.9% | -38.7% |
| 6M | -63.7% | +53.3% | -116.9% | -62.4% |
| All | -63.7% | +55.1% | -118.8% | -62.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling