+104.5%
TTD vs MDB
+848.0%
-743.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.3% |
| 7D | +5.2% | -11.4% | +16.6% | +11.0% |
| 30D | +6.9% | -13.8% | +20.8% | +13.3% |
| 3M | -26.8% | -15.5% | -11.4% | -25.3% |
| 6M | -46.1% | +17.9% | -64.1% | -54.7% |
| YTD | -65.9% | -25.5% | -40.5% | -65.5% |
| 1Y | -71.8% | -12.1% | -59.7% | -74.3% |
| 3Y | -83.3% | -5.9% | -77.4% | -87.8% |
| 5Y | -81.1% | -43.7% | -37.4% | -83.9% |
| All | +104.5% | +848.0% | -743.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling