+303.5%
MXL vs THC
+40.9%
+262.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.8% |
| 7D | +1.6% | -0.7% | +2.3% | +1.4% |
| 30D | -7.0% | +1.3% | -8.3% | -6.4% |
| 3M | -33.4% | +64.2% | -97.7% | -20.8% |
| 6M | +260.2% | +8.3% | +251.9% | +347.5% |
| YTD | +260.0% | +33.4% | +226.6% | +323.9% |
| 1Y | +303.5% | +37.7% | +265.8% | +347.1% |
| All | +303.5% | +40.9% | +262.6% | +347.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling