-62.4%
TTD vs MDLN
-7.5%
-55.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.7% |
| 7D | -7.4% | -11.5% | +4.1% | -5.0% |
| 30D | +3.0% | -7.6% | +10.6% | +4.8% |
| 3M | -27.6% | -11.4% | -16.2% | -25.2% |
| 6M | -49.5% | -24.5% | -25.0% | -47.0% |
| YTD | -63.2% | -22.9% | -40.3% | -61.2% |
| All | -62.4% | -7.5% | -55.0% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling