-83.4%
TTD vs MCK
+112.3%
-195.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.7% |
| 7D | -0.6% | -2.9% | +2.3% | -1.1% |
| 30D | +6.3% | +0.4% | +5.9% | +6.5% |
| 3M | -24.1% | +12.1% | -36.2% | -22.3% |
| 6M | -47.4% | -5.4% | -42.0% | -48.2% |
| YTD | -62.2% | +7.8% | -70.0% | -61.7% |
| 1Y | -68.3% | +22.9% | -91.3% | -67.0% |
| 3Y | -83.4% | +110.7% | -194.2% | -79.0% |
| All | -83.4% | +112.3% | -195.7% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling