+267.3%
MP vs TTMI
+594.0%
-326.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.2% | -2.6% |
| 7D | +2.3% | +7.2% | -5.0% | -0.9% |
| 30D | -15.3% | -28.7% | +13.4% | -7.5% |
| 3M | -33.5% | -39.8% | +6.3% | -23.5% |
| 6M | -45.5% | -51.7% | +6.2% | -33.0% |
| YTD | -27.3% | +14.1% | -41.4% | -39.2% |
| 1Y | -40.7% | +16.0% | -56.7% | -51.2% |
| 3Y | +145.9% | +452.7% | -306.8% | -11.3% |
| 5Y | -13.9% | +451.5% | -465.4% | -70.4% |
| All | +267.3% | +594.0% | -326.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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