+379.4%
TTD vs MPWR
+1,650.3%
-1,270.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | +6.3% | -2.6% | +8.9% | +7.8% |
| 30D | -23.9% | -9.0% | -14.9% | -20.9% |
| 3M | -31.4% | -25.8% | -5.6% | -23.6% |
| 6M | -42.7% | +11.8% | -54.4% | -52.7% |
| YTD | -62.0% | +35.5% | -97.5% | -72.7% |
| 1Y | -72.2% | +45.3% | -117.5% | -81.4% |
| 3Y | -81.9% | +138.5% | -220.4% | -93.1% |
| 5Y | -81.5% | +152.8% | -234.3% | -93.6% |
| All | +379.4% | +1,650.3% | -1,270.9% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling