-81.3%
TTD vs MPWR
+117.3%
-198.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.3% | +7.1% | +1.1% |
| 7D | -1.9% | -5.6% | +3.7% | 0.0% |
| 30D | +7.5% | -23.2% | +30.7% | +18.7% |
| 3M | -32.4% | -15.8% | -16.7% | -29.8% |
| 6M | -47.9% | -28.5% | -19.4% | -44.6% |
| YTD | -66.3% | +25.5% | -91.7% | -74.4% |
| 1Y | -73.1% | +13.9% | -87.0% | -78.6% |
| 3Y | -83.8% | +134.6% | -218.4% | -93.5% |
| 5Y | -81.3% | +114.8% | -196.2% | -92.0% |
| All | -81.3% | +117.3% | -198.7% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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