+1,315.7%
MU vs THC
+250.3%
+1,065.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.9% |
| 7D | +9.0% | -0.7% | +9.6% | +9.1% |
| 30D | +13.8% | +1.3% | +12.6% | +13.3% |
| 3M | +2.1% | +64.2% | -62.2% | -13.4% |
| 6M | +153.8% | +8.3% | +145.5% | +144.3% |
| YTD | +256.4% | +33.4% | +223.0% | +220.4% |
| 1Y | +719.8% | +37.7% | +682.1% | +625.1% |
| 3Y | +1,360.4% | +236.8% | +1,123.6% | +865.6% |
| All | +1,315.7% | +250.3% | +1,065.4% | +810.3% |
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