+254.0%
THC vs MTB
+101.8%
+152.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.4% |
| 30D | +1.3% | -4.2% | +5.5% | +3.0% |
| 3M | +64.2% | +8.9% | +55.4% | +58.9% |
| 6M | +8.3% | +10.9% | -2.6% | +3.7% |
| YTD | +33.4% | +21.5% | +11.9% | +22.6% |
| 1Y | +37.7% | +21.9% | +15.8% | +26.0% |
| 3Y | +236.8% | +109.2% | +127.5% | +133.6% |
| All | +254.0% | +101.8% | +152.1% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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