-3.2%
MCD vs TTD
-65.0%
+61.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.1% |
| 7D | +7.3% | +19.9% | -12.6% | +6.3% |
| 30D | +20.0% | +27.6% | -7.7% | +18.6% |
| 3M | +3.8% | +15.2% | -11.3% | +2.9% |
| 6M | +3.8% | -33.2% | +36.9% | +3.0% |
| YTD | -5.9% | -59.4% | +53.5% | -7.3% |
| 1Y | -3.2% | -64.4% | +61.1% | -3.1% |
| All | -3.2% | -65.0% | +61.8% | -3.1% |
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