+1,329.5%
THC vs MLM
+185.4%
+1,144.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | 0.0% |
| 7D | +3.7% | -4.1% | +7.8% | +6.4% |
| 30D | +9.0% | +8.2% | +0.9% | +3.7% |
| 3M | +10.4% | -3.6% | +14.0% | +12.1% |
| 6M | +45.7% | -15.6% | +61.2% | +59.6% |
| YTD | +42.6% | -16.4% | +59.0% | +54.3% |
| 1Y | +38.8% | -14.3% | +53.1% | +47.6% |
| 3Y | +418.8% | +19.3% | +399.5% | +328.6% |
| 5Y | +275.7% | +29.6% | +246.1% | +186.8% |
| All | +1,329.5% | +185.4% | +1,144.1% | +708.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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