+911.7%
MU vs THC
+266.8%
+644.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -15.2% | +8.8% | -24.0% | -17.2% |
| 30D | -29.5% | +10.0% | -39.6% | -31.4% |
| 3M | -15.8% | +11.7% | -27.4% | -18.5% |
| 6M | -2.9% | +52.5% | -55.3% | -15.8% |
| YTD | +154.2% | +46.1% | +108.2% | +122.1% |
| 1Y | +186.6% | +49.1% | +137.5% | +148.6% |
| 3Y | +871.5% | +439.6% | +431.8% | +456.3% |
| 5Y | +911.7% | +263.2% | +648.5% | +533.2% |
| All | +911.7% | +266.8% | +644.9% | +533.2% |
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