+136.1%
TTD vs MDB
+892.0%
-755.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.6% | +10.8% | +13.3% |
| 7D | +19.0% | -0.9% | +19.9% | +19.6% |
| 30D | +23.6% | -15.2% | +38.8% | +32.4% |
| 3M | +8.2% | -17.9% | +26.1% | +13.8% |
| 6M | -35.3% | +9.3% | -44.6% | -43.1% |
| YTD | -60.7% | -22.0% | -38.7% | -60.9% |
| 1Y | -65.3% | -9.3% | -56.0% | -68.7% |
| 3Y | -80.6% | -10.4% | -70.2% | -85.2% |
| 5Y | -84.6% | -43.2% | -41.4% | -86.9% |
| All | +136.1% | +892.0% | -755.9% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling