+1,345.3%
THC vs MLM
+190.7%
+1,154.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +1.2% |
| 7D | +5.9% | -1.2% | +7.1% | +6.7% |
| 30D | +10.8% | +7.9% | +2.9% | +5.5% |
| 3M | +9.4% | -4.5% | +13.9% | +11.8% |
| 6M | +53.3% | -12.6% | +65.9% | +64.5% |
| YTD | +44.2% | -14.9% | +59.0% | +54.3% |
| 1Y | +37.3% | -13.1% | +50.4% | +44.7% |
| 3Y | +421.6% | +21.2% | +400.4% | +326.8% |
| 5Y | +279.8% | +32.0% | +247.8% | +186.7% |
| All | +1,345.3% | +190.7% | +1,154.6% | +708.1% |
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