+550.5%
TTD vs MPC
+1,165.8%
-615.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.6% | +10.9% | +13.9% |
| 7D | +19.0% | -9.4% | +28.4% | +23.0% |
| 30D | +23.6% | -14.3% | +37.9% | +29.7% |
| 3M | +8.2% | +31.1% | -22.9% | -2.8% |
| 6M | -35.3% | +60.3% | -95.6% | -46.3% |
| YTD | -60.7% | +142.5% | -203.2% | -72.4% |
| 1Y | -65.3% | +104.6% | -169.9% | -74.1% |
| 3Y | -80.6% | +191.7% | -272.3% | -87.7% |
| 5Y | -84.6% | +549.2% | -633.8% | -93.1% |
| 10Y | +550.5% | +1,106.2% | -555.7% | +149.8% |
| All | +550.5% | +1,165.8% | -615.2% | +149.8% |
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