-72.0%
TTD vs MPC
+122.9%
-194.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.1% | +11.0% | +3.0% |
| 7D | +3.7% | -10.9% | +14.6% | +3.9% |
| 30D | +10.4% | -9.4% | +19.8% | +10.3% |
| 3M | -31.6% | +26.0% | -57.5% | -33.0% |
| 6M | -45.1% | +56.5% | -101.6% | -47.0% |
| YTD | -65.1% | +144.3% | -209.4% | -68.9% |
| 1Y | -72.0% | +117.2% | -189.2% | -74.2% |
| All | -72.0% | +122.9% | -194.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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