+23.4%
MCD vs TTD
-82.3%
+105.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.7% |
| 7D | -1.9% | +20.8% | -22.7% | -2.6% |
| 30D | +16.6% | +33.8% | -17.2% | +15.4% |
| 3M | +0.9% | +17.8% | -16.9% | +0.3% |
| 6M | +1.5% | -25.7% | +27.2% | +2.0% |
| YTD | -8.3% | -57.9% | +49.6% | -6.5% |
| 1Y | -8.1% | -63.8% | +55.7% | -5.9% |
| 3Y | +10.3% | -75.0% | +85.4% | +12.3% |
| 5Y | +23.4% | -82.5% | +106.0% | +26.1% |
| All | +23.4% | -82.3% | +105.7% | +26.1% |
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 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