-72.2%
TTD vs MDB
+18.3%
-90.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.6% |
| 7D | +6.3% | -17.4% | +23.8% | +9.8% |
| 30D | -23.9% | -2.0% | -21.9% | -24.4% |
| 3M | -31.4% | -3.0% | -28.4% | -32.1% |
| 6M | -42.7% | +48.7% | -91.3% | -48.0% |
| YTD | -62.0% | -12.1% | -49.8% | -63.0% |
| 1Y | -72.2% | +14.5% | -86.7% | -73.8% |
| All | -72.2% | +18.3% | -90.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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