+499.2%
THC vs MTB
+8,294.1%
-7,794.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.5% |
| 30D | +1.3% | -4.2% | +5.5% | +3.2% |
| 3M | +64.2% | +8.9% | +55.4% | +58.0% |
| 6M | +8.3% | +10.9% | -2.6% | +3.0% |
| YTD | +33.4% | +21.5% | +11.9% | +21.2% |
| 1Y | +37.7% | +21.9% | +15.8% | +24.5% |
| 3Y | +236.8% | +109.2% | +127.5% | +129.8% |
| 5Y | +249.3% | +102.0% | +147.3% | +135.6% |
| 10Y | +995.2% | +171.9% | +823.3% | +545.0% |
| All | +499.2% | +8,294.1% | -7,794.9% | +16.7% |
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