+1,166.2%
MPC vs TTMI
+408.9%
+757.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.2% |
| 7D | +9.4% | +22.6% | -13.2% | +4.4% |
| 30D | -13.4% | -34.3% | +20.9% | -7.2% |
| 3M | +18.9% | -44.8% | +63.6% | +31.0% |
| 6M | +64.9% | -53.3% | +118.2% | +83.5% |
| YTD | +156.8% | +10.6% | +146.3% | +112.6% |
| 1Y | +113.2% | +8.2% | +105.0% | +75.1% |
| 3Y | +201.8% | +435.7% | -233.9% | +33.4% |
| 5Y | +601.4% | +434.2% | +167.2% | +186.5% |
| All | +1,166.2% | +408.9% | +757.4% | +385.5% |
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 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