+274.2%
MXL vs THC
+1,021.1%
-746.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | +16.6% | 0.0% | +16.6% | +16.7% |
| 30D | +0.5% | +1.5% | -1.1% | 0.0% |
| 3M | -3.6% | +59.9% | -63.5% | -15.7% |
| 6M | +328.0% | +11.0% | +317.1% | +305.6% |
| YTD | +297.8% | +32.6% | +265.2% | +258.8% |
| 1Y | +339.4% | +37.4% | +302.0% | +291.4% |
| 3Y | +201.7% | +252.5% | -50.8% | +102.3% |
| 5Y | +32.8% | +262.3% | -229.6% | -13.9% |
| All | +274.2% | +1,021.1% | -746.9% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling