-19.1%
MXL vs THC
+258.4%
-277.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.1% |
| 3M | -27.2% | +7.1% | -34.3% | -28.5% |
| 6M | -36.4% | +46.0% | -82.5% | -43.4% |
| YTD | +220.0% | +43.9% | +176.1% | +181.2% |
| 1Y | +304.8% | +45.4% | +259.3% | +254.0% |
| 3Y | +238.5% | +421.3% | -182.8% | +59.9% |
| All | -19.1% | +258.4% | -277.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling