+37.0%
THC vs MDY
+14.2%
+22.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +4.9% | +4.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | +3.5% | -3.9% | +7.4% | +5.6% |
| 3M | +61.7% | 0.0% | +61.8% | +61.3% |
| 6M | +11.8% | +8.5% | +3.3% | +6.3% |
| YTD | +35.4% | +13.2% | +22.2% | +23.3% |
| 1Y | +37.0% | +15.0% | +22.0% | +22.5% |
| All | +37.0% | +14.2% | +22.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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