+10.5%
MCD vs TTD
-83.7%
+94.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +7.1% | +5.2% | +1.9% | +7.0% |
| 30D | +19.8% | +6.9% | +12.8% | +19.6% |
| 3M | +0.8% | -26.8% | +27.6% | +1.3% |
| 6M | -1.3% | -46.1% | +44.8% | -0.5% |
| YTD | -7.8% | -65.9% | +58.2% | -6.4% |
| 1Y | -5.0% | -71.8% | +66.9% | -3.2% |
| 3Y | +10.5% | -83.3% | +93.9% | +11.7% |
| All | +10.5% | -83.7% | +94.3% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling