+558.1%
TTD vs MPC
+1,105.8%
-547.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | -8.8% | +28.7% | +23.7% |
| 30D | +27.6% | -14.4% | +42.0% | +34.0% |
| 3M | +15.2% | +21.9% | -6.8% | +6.3% |
| 6M | -33.2% | +60.1% | -93.3% | -44.5% |
| YTD | -59.4% | +142.3% | -201.7% | -71.5% |
| 1Y | -64.4% | +101.7% | -166.1% | -73.2% |
| 3Y | -75.9% | +184.8% | -260.7% | -84.6% |
| 5Y | -82.6% | +564.6% | -647.2% | -92.2% |
| 10Y | +558.1% | +1,098.3% | -540.2% | +151.8% |
| All | +558.1% | +1,105.8% | -547.6% | +151.8% |
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