-72.2%
TTD vs MCO
+0.4%
-72.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.2% | -3.0% |
| 7D | +6.3% | -4.2% | +10.5% | +9.2% |
| 30D | -23.9% | +2.2% | -26.1% | -25.1% |
| 3M | -31.4% | +10.1% | -41.5% | -35.8% |
| 6M | -42.7% | +5.3% | -47.9% | -45.1% |
| YTD | -62.0% | -2.7% | -59.2% | -61.2% |
| 1Y | -72.2% | -0.4% | -71.8% | -71.8% |
| All | -72.2% | +0.4% | -72.6% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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