+376.4%
TTD vs MCO
+378.8%
-2.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.1% |
| 7D | -0.6% | -3.8% | +3.1% | +3.0% |
| 30D | +6.3% | -0.4% | +6.7% | +6.6% |
| 3M | -24.1% | +7.7% | -31.9% | -29.8% |
| 6M | -47.4% | +7.0% | -54.4% | -50.9% |
| YTD | -62.2% | -6.4% | -55.8% | -60.4% |
| 1Y | -68.3% | -7.6% | -60.7% | -66.6% |
| 3Y | -83.4% | +43.2% | -126.7% | -89.3% |
| 5Y | -80.3% | +29.6% | -109.9% | -85.4% |
| All | +376.4% | +378.8% | -2.3% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling