+134.5%
MCHP vs TTD
+513.2%
-378.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +5.7% | +21.3% | -15.6% | +1.1% |
| 30D | -13.4% | +28.7% | -42.2% | -18.4% |
| 3M | -20.1% | +7.7% | -27.8% | -22.0% |
| 6M | -35.5% | -23.5% | -12.0% | -33.6% |
| YTD | -1.6% | -58.7% | +57.1% | +15.4% |
| 1Y | +15.5% | -63.4% | +78.9% | +39.3% |
| 3Y | -13.2% | -75.3% | +62.1% | +7.5% |
| 5Y | -17.5% | -84.4% | +66.9% | +3.9% |
| All | +134.5% | +513.2% | -378.7% | +76.4% |
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