+2,067.4%
MTZ vs THC
+558.0%
+1,509.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.0% | -3.2% | -4.8% |
| 7D | -10.6% | +5.9% | -16.5% | -12.1% |
| 30D | -30.4% | +10.8% | -41.2% | -32.2% |
| 3M | -40.4% | +9.4% | -49.9% | -41.9% |
| 6M | -63.7% | +53.3% | -116.9% | -67.4% |
| YTD | -26.9% | +44.2% | -71.0% | -33.8% |
| 1Y | -20.2% | +37.3% | -57.5% | -27.1% |
| 3Y | +208.1% | +421.6% | -213.5% | +110.0% |
| 5Y | +69.4% | +279.8% | -210.4% | +18.7% |
| 10Y | +440.6% | +1,513.9% | -1,073.2% | +155.5% |
| All | +2,067.4% | +558.0% | +1,509.3% | +722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling