+534.5%
MPC vs TTMI
+364.5%
+170.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.9% | -8.1% | -1.9% |
| 7D | -16.2% | -19.8% | +3.6% | -14.4% |
| 30D | -15.7% | -48.1% | +32.4% | -10.8% |
| 3M | +24.9% | -51.2% | +76.1% | +32.5% |
| 6M | +52.7% | -59.6% | +112.3% | +63.2% |
| YTD | +131.9% | -3.6% | +135.5% | +111.7% |
| 1Y | +96.6% | -2.3% | +99.0% | +77.6% |
| 3Y | +163.8% | +369.4% | -205.6% | +68.5% |
| All | +534.5% | +364.5% | +170.0% | +267.4% |
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 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