-72.0%
TTD vs MCK
+31.3%
-103.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +3.2% |
| 7D | +3.7% | +11.3% | -7.7% | +4.3% |
| 30D | +10.4% | +16.8% | -6.4% | +11.6% |
| 3M | -31.6% | +28.9% | -60.5% | -29.8% |
| 6M | -45.1% | +32.7% | -77.8% | -43.5% |
| YTD | -65.1% | +30.8% | -95.9% | -65.3% |
| 1Y | -72.0% | +27.6% | -99.6% | -72.1% |
| All | -72.0% | +31.3% | -103.3% | -72.1% |
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