-80.8%
TTD vs MDB
-28.4%
-52.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.6% |
| 7D | +6.3% | -17.4% | +23.8% | +14.5% |
| 30D | -23.9% | -2.0% | -21.9% | -25.1% |
| 3M | -31.4% | -3.0% | -28.4% | -32.7% |
| 6M | -42.7% | +48.7% | -91.3% | -54.7% |
| YTD | -62.0% | -12.1% | -49.8% | -63.0% |
| 1Y | -72.2% | +14.5% | -86.7% | -76.7% |
| 3Y | -81.9% | -6.1% | -75.8% | -85.7% |
| All | -80.8% | -28.4% | -52.5% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling