+104.7%
MPC vs TTMI
+14.9%
+89.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.0% | -5.5% | +3.2% |
| 7D | +2.6% | +7.2% | -4.7% | +2.3% |
| 30D | -12.2% | -28.7% | +16.5% | -12.5% |
| 3M | +20.1% | -39.8% | +59.9% | +19.4% |
| 6M | +60.6% | -51.7% | +112.3% | +59.1% |
| YTD | +150.6% | +14.1% | +136.5% | +144.3% |
| 1Y | +104.7% | +16.0% | +88.7% | +98.8% |
| All | +104.7% | +14.9% | +89.8% | +98.8% |
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