-83.9%
TTD vs MCO
+40.3%
-124.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.7% |
| 7D | -7.4% | -7.3% | -0.1% | -2.4% |
| 30D | +3.0% | -1.7% | +4.7% | +4.2% |
| 3M | -27.6% | +3.9% | -31.5% | -29.7% |
| 6M | -49.5% | +3.8% | -53.3% | -50.8% |
| YTD | -63.2% | -7.9% | -55.3% | -61.2% |
| 1Y | -69.7% | -6.8% | -62.9% | -68.4% |
| All | -83.9% | +40.3% | -124.2% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling