-42.7%
TTD vs MDB
+44.2%
-86.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.4% |
| 7D | +6.3% | -17.4% | +23.8% | +10.9% |
| 30D | -23.9% | -2.0% | -21.9% | -24.8% |
| 3M | -31.4% | -3.0% | -28.4% | -32.6% |
| 6M | -42.7% | +48.7% | -91.3% | -53.8% |
| All | -42.7% | +44.2% | -86.8% | -53.8% |
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