+182.9%
MCHP vs TTD
+385.9%
-203.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -2.1% | -7.4% | +5.3% | -0.5% |
| 30D | -11.1% | +3.0% | -14.1% | -12.0% |
| 3M | -18.1% | -27.6% | +9.5% | -13.8% |
| 6M | +10.8% | -49.5% | +60.3% | +25.1% |
| YTD | +14.2% | -63.2% | +77.4% | +37.7% |
| 1Y | +13.5% | -69.7% | +83.2% | +42.9% |
| 3Y | -2.0% | -83.3% | +81.3% | +31.8% |
| 5Y | +1.4% | -80.8% | +82.2% | +20.7% |
| All | +182.9% | +385.9% | -203.0% | +121.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling