-35.5%
MCHP vs TTD
-25.0%
-10.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | +5.7% | +21.3% | -15.6% | +8.3% |
| 30D | -13.4% | +28.7% | -42.2% | -9.9% |
| 3M | -20.1% | +7.7% | -27.8% | -20.6% |
| 6M | -35.5% | -23.5% | -12.0% | -39.2% |
| All | -35.5% | -25.0% | -10.6% | -39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling