-75.3%
TTD vs MDB
-11.2%
-64.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +21.3% | +6.8% | +14.4% | +19.4% |
| 30D | +28.7% | -6.2% | +34.9% | +30.4% |
| 3M | +7.7% | -29.2% | +36.9% | +15.6% |
| 6M | -23.5% | +10.3% | -33.8% | -28.5% |
| YTD | -58.7% | -20.4% | -38.3% | -58.6% |
| 1Y | -63.4% | -4.8% | -58.6% | -65.5% |
| 3Y | -75.3% | -11.6% | -63.7% | -79.0% |
| All | -75.3% | -11.2% | -64.1% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling