+528.1%
THC vs MDY
+2,629.7%
-2,101.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | +0.2% | +0.2% | +0.1% | -0.1% |
| 30D | +9.0% | +2.1% | +6.9% | +6.5% |
| 3M | +12.9% | -3.6% | +16.6% | +16.8% |
| 6M | +52.8% | +1.7% | +51.2% | +49.3% |
| YTD | +47.4% | +13.8% | +33.6% | +27.8% |
| 1Y | +47.7% | +15.5% | +32.2% | +26.1% |
| 3Y | +444.7% | +58.3% | +386.3% | +234.2% |
| 5Y | +269.3% | +37.4% | +231.8% | +168.1% |
| 10Y | +1,913.5% | +171.0% | +1,742.6% | +779.5% |
| All | +528.1% | +2,629.7% | -2,101.6% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling