+540.5%
THC vs MTB
+7,521.0%
-6,980.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.7% | -1.3% | +5.0% | +4.4% |
| 30D | +9.0% | +0.5% | +8.5% | +8.8% |
| 3M | +10.4% | -12.4% | +22.8% | +17.2% |
| 6M | +45.7% | +1.5% | +44.2% | +44.3% |
| YTD | +42.6% | +10.3% | +32.3% | +35.3% |
| 1Y | +38.8% | +22.2% | +16.6% | +25.3% |
| 3Y | +418.8% | +96.9% | +321.9% | +265.0% |
| 5Y | +275.7% | +64.3% | +211.4% | +179.8% |
| 10Y | +1,496.2% | +137.8% | +1,358.4% | +898.1% |
| All | +540.5% | +7,521.0% | -6,980.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling