+21.6%
MCD vs TTD
-81.6%
+103.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.4% |
| 7D | -2.8% | +6.3% | -9.2% | -3.0% |
| 30D | -6.0% | -23.9% | +17.9% | -5.4% |
| 3M | -5.6% | -31.4% | +25.8% | -4.8% |
| 6M | -21.9% | -42.7% | +20.8% | -20.9% |
| YTD | -14.7% | -62.0% | +47.3% | -12.8% |
| 1Y | -17.3% | -72.2% | +54.9% | -14.7% |
| 3Y | -2.2% | -81.9% | +79.8% | +0.6% |
| All | +21.6% | -81.6% | +103.2% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling