+519.6%
THC vs MDY
+2,617.6%
-2,098.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | -1.2% |
| 7D | +7.5% | +0.7% | +6.8% | +6.7% |
| 30D | +9.6% | +1.3% | +8.3% | +8.0% |
| 3M | +10.3% | -4.1% | +14.3% | +14.6% |
| 6M | +51.8% | +1.0% | +50.8% | +49.3% |
| YTD | +45.4% | +13.3% | +32.1% | +26.6% |
| 1Y | +40.8% | +15.7% | +25.1% | +19.9% |
| 3Y | +448.8% | +59.6% | +389.2% | +234.1% |
| 5Y | +263.4% | +36.3% | +227.1% | +165.9% |
| 10Y | +1,800.1% | +173.6% | +1,626.4% | +723.4% |
| All | +519.6% | +2,617.6% | -2,098.0% | -31.0% |
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