+123.2%
MPC vs TTMI
+170.6%
-47.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.3% |
| 7D | +3.9% | +12.2% | -8.3% | +3.8% |
| 30D | +33.8% | -5.7% | +39.5% | +33.8% |
| 3M | +49.9% | -27.5% | +77.3% | +49.7% |
| 6M | +80.9% | +47.1% | +33.8% | +77.2% |
| YTD | +147.4% | +87.5% | +60.0% | +136.4% |
| 1Y | +123.2% | +175.2% | -52.0% | +107.1% |
| All | +123.2% | +170.6% | -47.4% | +107.1% |
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