+4,609.2%
MU vs THC
+1,879.5%
+2,729.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.7% |
| 7D | +2.0% | +0.2% | +1.8% | +2.1% |
| 30D | -18.0% | +9.0% | -27.0% | -19.7% |
| 3M | -6.6% | +12.9% | -19.5% | -9.4% |
| 6M | +2.0% | +52.8% | -50.8% | -9.3% |
| YTD | +184.5% | +47.4% | +137.0% | +154.4% |
| 1Y | +236.9% | +47.7% | +189.1% | +201.2% |
| 3Y | +987.0% | +444.7% | +542.3% | +608.2% |
| 5Y | +1,014.6% | +269.3% | +745.4% | +661.7% |
| 10Y | +4,609.2% | +1,913.5% | +2,695.7% | +2,179.3% |
| All | +4,609.2% | +1,879.5% | +2,729.7% | +2,179.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling