+325.6%
TTD vs MPC
+1,085.0%
-759.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -1.8% |
| 7D | -1.9% | -12.8% | +10.8% | +2.5% |
| 30D | +7.5% | -12.7% | +20.2% | +11.9% |
| 3M | -32.4% | +27.1% | -59.5% | -38.8% |
| 6M | -47.9% | +45.8% | -93.7% | -55.5% |
| YTD | -66.3% | +134.7% | -201.0% | -76.2% |
| 1Y | -73.1% | +106.0% | -179.2% | -80.1% |
| 3Y | -83.8% | +165.5% | -249.3% | -89.5% |
| 5Y | -81.3% | +540.9% | -622.2% | -91.7% |
| 10Y | +436.7% | +1,133.6% | -697.0% | +58.9% |
| All | +325.6% | +1,085.0% | -759.5% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling