+8.6%
MCD vs TTD
-75.6%
+84.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -1.6% | +21.3% | -22.9% | -2.2% |
| 30D | +14.1% | +28.7% | -14.6% | +13.3% |
| 3M | +0.6% | +7.7% | -7.1% | +0.2% |
| 6M | 0.0% | -23.5% | +23.5% | +0.1% |
| YTD | -9.3% | -58.7% | +49.4% | -8.4% |
| 1Y | -9.3% | -63.4% | +54.1% | -8.2% |
| 3Y | +8.6% | -75.3% | +83.9% | +9.1% |
| All | +8.6% | -75.6% | +84.2% | +9.1% |
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 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