+855.4%
MU vs THC
+413.3%
+442.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.4% |
| 7D | -22.0% | +3.7% | -25.7% | -22.7% |
| 30D | -36.6% | +9.0% | -45.6% | -37.9% |
| 3M | -21.7% | +10.4% | -32.1% | -23.7% |
| 6M | +3.5% | +45.7% | -42.1% | -8.3% |
| YTD | +141.9% | +42.6% | +99.4% | +114.3% |
| 1Y | +189.8% | +38.8% | +151.1% | +158.1% |
| 3Y | +855.4% | +418.8% | +436.5% | +471.8% |
| All | +855.4% | +413.3% | +442.1% | +471.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling