-44.8%
MP vs TTMI
-4.9%
-39.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -1.9% | +2.7% |
| 7D | -10.5% | -19.8% | +9.3% | -4.4% |
| 30D | -23.5% | -48.1% | +24.6% | -7.7% |
| 3M | -25.4% | -51.2% | +25.8% | -9.1% |
| 6M | -51.3% | -59.6% | +8.3% | -37.6% |
| YTD | -29.9% | -3.6% | -26.3% | -35.8% |
| All | -44.8% | -4.9% | -39.9% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling