+244.5%
THC vs MDY
+47.1%
+197.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.6% |
| 7D | -2.6% | +1.0% | -3.6% | -3.6% |
| 30D | -1.2% | -3.1% | +2.0% | +2.1% |
| 3M | +58.9% | +1.8% | +57.1% | +55.5% |
| 6M | +9.3% | +10.8% | -1.5% | -2.8% |
| YTD | +30.4% | +14.4% | +15.9% | +11.1% |
| 1Y | +34.6% | +15.2% | +19.4% | +13.5% |
| 3Y | +246.7% | +51.2% | +195.5% | +105.0% |
| 5Y | +244.5% | +47.2% | +197.3% | +113.7% |
| All | +244.5% | +47.1% | +197.4% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling