-46.1%
TTD vs MPC
+48.3%
-94.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.0% |
| 7D | +5.2% | -16.2% | +21.4% | +5.6% |
| 30D | +6.9% | -15.7% | +22.7% | +6.7% |
| 3M | -26.8% | +24.9% | -51.7% | -30.6% |
| 6M | -46.1% | +52.7% | -98.8% | -51.2% |
| All | -46.1% | +48.3% | -94.4% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling