-64.4%
TTD vs MPC
+104.9%
-169.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +19.9% | -8.8% | +28.7% | +19.9% |
| 30D | +27.6% | -14.4% | +42.0% | +27.9% |
| 3M | +15.2% | +21.9% | -6.8% | +12.4% |
| 6M | -33.2% | +60.1% | -93.3% | -36.1% |
| YTD | -59.4% | +142.3% | -201.7% | -64.9% |
| 1Y | -64.4% | +101.7% | -166.1% | -65.7% |
| All | -64.4% | +104.9% | -169.2% | -65.7% |
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