-61.4%
TTD vs MDLN
-7.1%
-54.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -0.6% | -11.1% | +10.5% | +1.9% |
| 30D | +6.3% | -8.4% | +14.7% | +8.3% |
| 3M | -24.1% | -12.4% | -11.7% | -21.6% |
| 6M | -47.4% | -23.3% | -24.2% | -44.9% |
| YTD | -62.2% | -22.5% | -39.7% | -60.2% |
| All | -61.4% | -7.1% | -54.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 10y: compounded portfolio wealth divided by compounded MDLN 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…
10y analysis · Full analysis span regression · 6 months rolling