+847.8%
MU vs THC
+274.4%
+573.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.4% |
| 7D | -22.0% | +3.7% | -25.7% | -22.9% |
| 30D | -36.6% | +9.0% | -45.6% | -38.2% |
| 3M | -21.7% | +10.4% | -32.1% | -24.0% |
| 6M | +3.5% | +45.7% | -42.1% | -9.2% |
| YTD | +141.9% | +42.6% | +99.4% | +112.7% |
| 1Y | +189.8% | +38.8% | +151.1% | +156.3% |
| 3Y | +855.4% | +418.8% | +436.5% | +453.0% |
| All | +847.8% | +274.4% | +573.5% | +494.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling