+553.3%
THC vs MTB
+7,695.2%
-7,141.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.0% |
| 7D | +7.5% | -0.8% | +8.2% | +7.9% |
| 30D | +9.6% | +2.4% | +7.2% | +8.4% |
| 3M | +10.3% | -10.5% | +20.7% | +15.9% |
| 6M | +51.8% | +6.4% | +45.4% | +47.2% |
| YTD | +45.4% | +12.8% | +32.6% | +36.6% |
| 1Y | +40.8% | +23.3% | +17.5% | +26.7% |
| 3Y | +448.8% | +108.2% | +340.6% | +276.2% |
| 5Y | +263.4% | +68.6% | +194.8% | +167.6% |
| 10Y | +1,800.1% | +125.3% | +1,674.8% | +1,119.4% |
| All | +553.3% | +7,695.2% | -7,141.9% | +31.5% |
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