-65.5%
TTD vs MPC
+105.0%
-170.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.6% | +10.9% | +15.1% |
| 7D | +19.0% | -9.4% | +28.4% | +19.0% |
| 30D | +23.6% | -14.3% | +37.9% | +23.8% |
| 3M | +8.2% | +31.1% | -22.9% | +5.2% |
| 6M | -35.3% | +60.3% | -95.6% | -38.1% |
| YTD | -60.7% | +142.5% | -203.2% | -66.0% |
| All | -65.5% | +105.0% | -170.5% | -66.8% |
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 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