-63.8%
TTD vs MPC
+107.1%
-170.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.4% |
| 7D | +20.8% | +2.6% | +18.2% | +20.3% |
| 30D | +33.8% | -12.2% | +46.0% | +33.8% |
| 3M | +17.8% | +20.1% | -2.2% | +15.1% |
| 6M | -25.7% | +60.6% | -86.3% | -28.9% |
| YTD | -57.9% | +150.6% | -208.5% | -63.4% |
| 1Y | -63.8% | +104.7% | -168.5% | -64.7% |
| All | -63.8% | +107.1% | -170.9% | -64.7% |
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