+163.7%
MXL vs THC
+1,813.2%
-1,649.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +13.4% | +1.0% | +12.5% | +13.3% |
| 30D | -29.2% | +5.3% | -34.5% | -30.2% |
| 3M | -27.2% | +7.1% | -34.3% | -28.7% |
| 6M | -36.4% | +46.0% | -82.5% | -43.6% |
| YTD | +220.0% | +43.9% | +176.1% | +181.0% |
| 1Y | +304.8% | +45.4% | +259.3% | +254.3% |
| 3Y | +238.5% | +421.3% | -182.8% | +100.1% |
| 5Y | -18.8% | +261.5% | -280.2% | -48.6% |
| All | +163.7% | +1,813.2% | -1,649.5% | +5.2% |
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