-82.3%
TTD vs MPC
+181.4%
-263.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +6.3% | +5.4% | +0.9% | +5.0% |
| 30D | -23.9% | +31.0% | -54.9% | -28.6% |
| 3M | -31.4% | +46.0% | -77.4% | -37.6% |
| 6M | -42.7% | +77.3% | -120.0% | -50.9% |
| YTD | -62.0% | +141.9% | -203.9% | -70.6% |
| 1Y | -72.2% | +120.9% | -193.1% | -77.9% |
| All | -82.3% | +181.4% | -263.7% | -87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling