+121.7%
TTD vs MDB
+978.8%
-857.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.6% | -1.2% |
| 7D | +1.7% | -18.0% | +19.8% | +10.8% |
| 30D | +1.6% | -10.7% | +12.3% | +5.6% |
| 3M | -27.8% | +1.0% | -28.8% | -30.8% |
| 6M | -52.1% | +31.6% | -83.7% | -60.9% |
| YTD | -63.1% | -15.2% | -47.9% | -63.7% |
| 1Y | -73.1% | +10.1% | -83.2% | -77.4% |
| 3Y | -83.3% | -5.6% | -77.6% | -87.3% |
| 5Y | -80.6% | -24.5% | -56.1% | -85.4% |
| All | +121.7% | +978.8% | -857.1% | -65.8% |
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 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