+1,362.4%
MU vs THC
+238.5%
+1,124.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.0% |
| 7D | +9.0% | -0.7% | +9.6% | +9.1% |
| 30D | +13.8% | +1.3% | +12.6% | +13.4% |
| 3M | +2.1% | +64.2% | -62.2% | -12.8% |
| 6M | +153.8% | +8.3% | +145.5% | +146.7% |
| YTD | +256.4% | +33.4% | +223.0% | +222.6% |
| 1Y | +719.8% | +37.7% | +682.1% | +628.5% |
| All | +1,362.4% | +238.5% | +1,124.0% | +874.9% |
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