+193.2%
MCHP vs TTD
+401.9%
-208.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.4% |
| 7D | +1.7% | +6.3% | -4.6% | +0.3% |
| 30D | -4.1% | -23.9% | +19.8% | +0.3% |
| 3M | -22.5% | -31.4% | +8.9% | -17.4% |
| 6M | +7.3% | -42.7% | +50.0% | +16.9% |
| YTD | +18.4% | -62.0% | +80.4% | +41.7% |
| 1Y | +18.1% | -72.2% | +90.3% | +51.7% |
| 3Y | -2.8% | -81.9% | +79.2% | +28.4% |
| 5Y | +5.5% | -81.5% | +87.0% | +26.6% |
| All | +193.2% | +401.9% | -208.8% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling