-72.2%
TTD vs MCK
+32.0%
-104.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.6% |
| 7D | +6.3% | +1.7% | +4.6% | +6.6% |
| 30D | -23.9% | +3.6% | -27.5% | -23.5% |
| 3M | -31.4% | +20.1% | -51.5% | -29.0% |
| 6M | -42.7% | -7.0% | -35.6% | -44.6% |
| YTD | -62.0% | +11.0% | -73.0% | -62.3% |
| 1Y | -72.2% | +31.8% | -104.0% | -72.7% |
| All | -72.2% | +32.0% | -104.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling