+464.6%
TTD vs MPC
+1,096.9%
-632.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | +5.2% | -16.2% | +21.4% | +11.5% |
| 30D | +6.9% | -15.7% | +22.7% | +12.6% |
| 3M | -26.8% | +24.9% | -51.7% | -33.2% |
| 6M | -46.1% | +52.7% | -98.8% | -54.6% |
| YTD | -65.9% | +131.9% | -197.8% | -75.8% |
| 1Y | -71.8% | +96.6% | -168.5% | -78.7% |
| 3Y | -83.3% | +163.8% | -247.1% | -89.1% |
| 5Y | -81.1% | +533.1% | -614.3% | -91.4% |
| All | +464.6% | +1,096.9% | -632.2% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling