+254.1%
MP vs TTMI
+486.5%
-232.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.9% | -1.9% | +2.4% |
| 7D | -10.5% | -19.8% | +9.3% | -3.5% |
| 30D | -23.5% | -48.1% | +24.6% | -5.7% |
| 3M | -25.4% | -51.2% | +25.8% | -7.2% |
| 6M | -51.3% | -59.6% | +8.3% | -35.8% |
| YTD | -29.9% | -3.6% | -26.3% | -37.4% |
| 1Y | -31.8% | -2.3% | -29.5% | -40.0% |
| 3Y | +127.0% | +369.4% | -242.4% | -12.9% |
| 5Y | -3.3% | +365.4% | -368.7% | -64.5% |
| All | +254.1% | +486.5% | -232.4% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling