+202.4%
MCD vs TTD
+345.6%
-143.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | +8.0% | -1.9% | +9.9% | +8.1% |
| 30D | +19.6% | +7.5% | +12.1% | +19.1% |
| 3M | +2.2% | -32.4% | +34.6% | +4.3% |
| 6M | -1.1% | -47.9% | +46.8% | +2.2% |
| YTD | -7.2% | -66.3% | +59.0% | -1.9% |
| 1Y | -6.7% | -73.1% | +66.4% | 0.0% |
| 3Y | +11.6% | -83.8% | +95.4% | +19.8% |
| 5Y | +22.6% | -81.3% | +104.0% | +25.2% |
| 10Y | +218.4% | +436.7% | -218.3% | +159.3% |
| All | +202.4% | +345.6% | -143.2% | +146.6% |
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