-30.6%
TTD vs MDB
+11.0%
-41.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.6% | +10.8% | +14.6% |
| 7D | +19.0% | -0.9% | +19.9% | +19.1% |
| 30D | +23.6% | -15.2% | +38.8% | +26.4% |
| 3M | +8.2% | -17.9% | +26.1% | +9.7% |
| All | -30.6% | +11.0% | -41.6% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling