-80.8%
TTD vs MPC
+645.9%
-726.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +5.4% | +0.9% | +4.6% |
| 30D | -23.9% | +31.0% | -54.9% | -30.2% |
| 3M | -31.4% | +46.0% | -77.4% | -39.6% |
| 6M | -42.7% | +77.3% | -120.0% | -53.2% |
| YTD | -62.0% | +141.9% | -203.9% | -72.5% |
| 1Y | -72.2% | +120.9% | -193.1% | -79.2% |
| 3Y | -81.9% | +182.7% | -264.6% | -88.3% |
| All | -80.8% | +645.9% | -726.8% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling