-72.0%
TTD vs MDB
-8.5%
-63.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.2% |
| 7D | +3.7% | -16.5% | +20.2% | +6.9% |
| 30D | +10.4% | -8.6% | +19.0% | +11.7% |
| 3M | -31.6% | -13.6% | -18.0% | -31.2% |
| 6M | -45.1% | +24.1% | -69.2% | -48.8% |
| YTD | -65.1% | -21.8% | -43.4% | -66.0% |
| 1Y | -72.0% | -7.7% | -64.3% | -73.1% |
| All | -72.0% | -8.5% | -63.5% | -73.1% |
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