+18.1%
MCHP vs TTD
-73.2%
+91.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.1% |
| 7D | +1.7% | +6.3% | -4.6% | +2.2% |
| 30D | -4.1% | -23.9% | +19.8% | -4.7% |
| 3M | -22.5% | -31.4% | +8.9% | -22.5% |
| 6M | +7.3% | -42.7% | +50.0% | +7.8% |
| YTD | +18.4% | -62.0% | +80.4% | +29.8% |
| 1Y | +18.1% | -72.2% | +90.3% | +40.6% |
| All | +18.1% | -73.2% | +91.4% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling