+297.0%
MXL vs THC
+46.1%
+250.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +9.6% | -20.7% | -6.5% |
| 7D | -24.3% | +8.8% | -33.2% | -20.6% |
| 30D | -46.1% | +12.6% | -58.7% | -42.4% |
| 3M | -21.8% | +15.4% | -37.2% | -15.5% |
| 6M | -27.2% | +57.7% | -84.9% | -8.4% |
| YTD | +226.2% | +47.1% | +179.1% | +313.8% |
| 1Y | +297.0% | +40.7% | +256.3% | +413.5% |
| All | +297.0% | +46.1% | +250.9% | +413.5% |
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