+1,134.0%
MPC vs TTMI
+1,093.3%
+40.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.6% |
| 7D | +3.9% | +12.2% | -8.3% | +1.1% |
| 30D | +33.8% | -5.7% | +39.5% | +34.6% |
| 3M | +49.9% | -27.5% | +77.3% | +57.2% |
| 6M | +80.9% | +47.1% | +33.8% | +52.6% |
| YTD | +147.4% | +87.5% | +60.0% | +89.4% |
| 1Y | +123.2% | +175.2% | -52.0% | +47.7% |
| 3Y | +171.7% | +901.9% | -730.2% | +9.5% |
| 5Y | +678.6% | +843.5% | -164.9% | +198.5% |
| 10Y | +1,134.0% | +1,077.0% | +57.1% | +338.4% |
| All | +1,134.0% | +1,093.3% | +40.8% | +338.4% |
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