+178.1%
MCD vs TTD
+401.9%
-223.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.3% |
| 7D | -2.8% | +6.3% | -9.2% | -3.2% |
| 30D | -6.0% | -23.9% | +17.9% | -4.7% |
| 3M | -5.6% | -31.4% | +25.8% | -3.8% |
| 6M | -21.9% | -42.7% | +20.8% | -19.8% |
| YTD | -14.7% | -62.0% | +47.3% | -10.4% |
| 1Y | -17.3% | -72.2% | +54.9% | -11.5% |
| 3Y | -2.2% | -81.9% | +79.8% | +4.3% |
| 5Y | +20.3% | -81.5% | +101.8% | +23.1% |
| All | +178.1% | +401.9% | -223.9% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling