+508.5%
TTD vs MPC
+1,171.2%
-662.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.2% |
| 7D | +21.3% | +11.2% | +10.0% | +17.0% |
| 30D | +28.7% | -14.5% | +43.2% | +35.2% |
| 3M | +7.7% | +16.7% | -9.0% | +1.0% |
| 6M | -23.5% | +67.6% | -91.0% | -37.4% |
| YTD | -58.7% | +157.9% | -216.6% | -71.6% |
| 1Y | -63.4% | +116.7% | -180.1% | -73.2% |
| 3Y | -75.3% | +199.8% | -275.0% | -84.5% |
| 5Y | -84.4% | +604.4% | -688.8% | -93.2% |
| All | +508.5% | +1,171.2% | -662.7% | +128.6% |
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