-49.5%
TTD vs MCK
-6.5%
-43.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | -7.4% | -4.4% | -3.0% | -6.9% |
| 30D | +3.0% | -2.2% | +5.2% | +3.5% |
| 3M | -27.6% | +11.6% | -39.1% | -27.9% |
| 6M | -49.5% | -4.9% | -44.5% | -51.6% |
| All | -49.5% | -6.5% | -43.0% | -51.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling