+73.9%
MUB vs THC
+1,815.1%
-1,741.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | -1.4% | +1.3% | -2.7% | -1.4% |
| 3M | -2.2% | +64.2% | -66.4% | -2.5% |
| 6M | -1.9% | +8.3% | -10.2% | -2.0% |
| YTD | -0.8% | +33.4% | -34.2% | -1.0% |
| 1Y | +2.7% | +37.7% | -34.9% | +2.5% |
| 3Y | +8.6% | +236.8% | -228.2% | +7.6% |
| 5Y | +2.0% | +249.3% | -247.2% | +0.9% |
| 10Y | +17.9% | +995.2% | -977.3% | +15.6% |
| All | +73.9% | +1,815.1% | -1,741.2% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling