+674.5%
MU vs THC
+35.5%
+639.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +9.0% | -0.7% | +9.6% | +9.0% |
| 30D | +13.8% | +1.3% | +12.6% | +13.7% |
| 3M | +2.1% | +64.2% | -62.2% | -7.9% |
| 6M | +153.8% | +8.3% | +145.5% | +156.0% |
| YTD | +256.4% | +33.4% | +223.0% | +239.0% |
| All | +674.5% | +35.5% | +639.0% | +623.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling