+304.8%
MXL vs THC
+43.7%
+261.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.5% |
| 7D | +13.4% | +1.0% | +12.5% | +13.8% |
| 30D | -29.2% | +5.3% | -34.5% | -26.9% |
| 3M | -27.2% | +7.1% | -34.3% | -24.3% |
| 6M | -36.4% | +46.0% | -82.5% | -20.9% |
| YTD | +220.0% | +43.9% | +176.1% | +304.9% |
| 1Y | +304.8% | +45.4% | +259.3% | +408.4% |
| All | +304.8% | +43.7% | +261.1% | +408.4% |
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