+255.6%
MXL vs THC
+934.6%
-679.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.3% | +8.3% | +6.5% |
| 7D | +15.5% | -2.6% | +18.0% | +16.0% |
| 30D | -11.3% | -1.2% | -10.1% | -11.2% |
| 3M | -16.1% | +58.9% | -75.0% | -26.4% |
| 6M | +323.0% | +9.3% | +313.7% | +301.3% |
| YTD | +281.5% | +30.4% | +251.2% | +245.5% |
| 1Y | +319.3% | +34.6% | +284.7% | +275.6% |
| 3Y | +189.4% | +246.7% | -57.3% | +98.3% |
| 5Y | +26.0% | +244.5% | -218.5% | -15.6% |
| 10Y | +243.5% | +950.1% | -706.6% | +54.5% |
| All | +255.6% | +934.6% | -679.0% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling