+601.0%
MPC vs TTMI
+416.2%
+184.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.7% |
| 7D | +11.2% | +11.4% | -0.1% | +9.9% |
| 30D | -14.5% | -28.3% | +13.8% | -12.4% |
| 3M | +16.7% | -46.7% | +63.3% | +22.6% |
| 6M | +67.6% | -56.1% | +123.7% | +77.7% |
| YTD | +157.9% | +7.4% | +150.6% | +132.6% |
| 1Y | +116.7% | +17.4% | +99.3% | +90.8% |
| 3Y | +199.8% | +429.1% | -229.4% | +88.7% |
| All | +601.0% | +416.2% | +184.8% | +305.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling