+254.7%
THC vs MKC
-29.6%
+284.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | -5.9% | +5.2% | +1.0% |
| 30D | +1.3% | -0.9% | +2.1% | +1.5% |
| 3M | +64.2% | +12.7% | +51.5% | +58.3% |
| 6M | +8.3% | -19.3% | +27.6% | +15.4% |
| YTD | +33.4% | -22.2% | +55.5% | +43.5% |
| 1Y | +37.7% | -23.3% | +61.0% | +48.6% |
| All | +254.7% | -29.6% | +284.3% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling