+365.8%
TTD vs MCO
+385.1%
-19.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -0.5% |
| 7D | +1.7% | -2.7% | +4.5% | +4.5% |
| 30D | +1.6% | +0.9% | +0.6% | +0.6% |
| 3M | -27.8% | +8.7% | -36.5% | -33.7% |
| 6M | -52.1% | +2.4% | -54.5% | -53.3% |
| YTD | -63.1% | -5.2% | -57.9% | -61.8% |
| 1Y | -73.1% | -4.4% | -68.7% | -72.5% |
| 3Y | -83.3% | +45.1% | -128.4% | -89.3% |
| 5Y | -80.6% | +31.5% | -112.1% | -85.8% |
| All | +365.8% | +385.1% | -19.3% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling