+364.1%
TTD vs MCK
+474.6%
-110.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.9% |
| 7D | -7.4% | -4.4% | -3.0% | -6.7% |
| 30D | +3.0% | -2.2% | +5.2% | +3.4% |
| 3M | -27.6% | +11.6% | -39.1% | -29.0% |
| 6M | -49.5% | -4.9% | -44.5% | -49.2% |
| YTD | -63.2% | +7.7% | -70.9% | -64.1% |
| 1Y | -69.7% | +25.2% | -94.9% | -71.4% |
| 3Y | -83.3% | +112.1% | -195.5% | -86.6% |
| 5Y | -80.8% | +345.8% | -426.7% | -87.9% |
| All | +364.1% | +474.6% | -110.5% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling