-9.3%
MCD vs TTD
-64.0%
+54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -1.6% | +21.3% | -22.9% | -2.6% |
| 30D | +14.1% | +28.7% | -14.6% | +12.8% |
| 3M | +0.6% | +7.7% | -7.1% | -0.2% |
| 6M | 0.0% | -23.5% | +23.5% | -0.8% |
| YTD | -9.3% | -58.7% | +49.4% | -11.7% |
| 1Y | -9.3% | -63.4% | +54.1% | -11.1% |
| All | -9.3% | -64.0% | +54.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling