+1,001.6%
THC vs MLM
+199.9%
+801.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.1% |
| 7D | -0.7% | -2.9% | +2.3% | +1.0% |
| 30D | +1.3% | -6.8% | +8.1% | +5.5% |
| 3M | +64.2% | -11.2% | +75.5% | +75.5% |
| 6M | +8.3% | -21.8% | +30.1% | +24.7% |
| YTD | +33.4% | -17.0% | +50.4% | +45.6% |
| 1Y | +37.7% | -16.4% | +54.0% | +48.8% |
| 3Y | +236.8% | +14.5% | +222.3% | +185.6% |
| 5Y | +249.3% | +41.7% | +207.5% | +150.0% |
| All | +1,001.6% | +199.9% | +801.7% | +437.4% |
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