+1,644.1%
THC vs MKC
+25.8%
+1,618.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.0% | -3.0% | +3.9% | +1.8% |
| 30D | +5.3% | +4.8% | +0.5% | +3.9% |
| 3M | +7.1% | -12.8% | +19.9% | +10.9% |
| 6M | +46.0% | +5.0% | +41.0% | +43.5% |
| YTD | +43.9% | -29.1% | +73.0% | +56.7% |
| 1Y | +45.4% | -26.4% | +71.8% | +56.5% |
| 3Y | +421.3% | -21.6% | +442.9% | +447.0% |
| 5Y | +261.5% | -35.2% | +296.7% | +300.2% |
| All | +1,644.1% | +25.8% | +1,618.3% | +1,788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling