+244.5%
THC vs MKC
-33.2%
+277.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.1% |
| 7D | -2.6% | -4.3% | +1.8% | -1.1% |
| 30D | -1.2% | -2.0% | +0.8% | -0.6% |
| 3M | +58.9% | +10.0% | +48.9% | +53.0% |
| 6M | +9.3% | -18.5% | +27.9% | +17.3% |
| YTD | +30.4% | -22.4% | +52.8% | +42.0% |
| 1Y | +34.6% | -23.6% | +58.2% | +47.0% |
| 3Y | +246.7% | -30.4% | +277.1% | +288.8% |
| 5Y | +244.5% | -34.2% | +278.7% | +308.7% |
| All | +244.5% | -33.2% | +277.8% | +308.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling