-72.0%
TTD vs MDT
+20.2%
-92.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.3% | +1.5% |
| 7D | +3.7% | +10.7% | -7.1% | +1.4% |
| 30D | +10.4% | +19.3% | -8.9% | +6.9% |
| 3M | -31.6% | +22.8% | -54.4% | -33.8% |
| 6M | -45.1% | +36.4% | -81.5% | -46.9% |
| YTD | -65.1% | +12.1% | -77.2% | -68.0% |
| 1Y | -72.0% | +19.9% | -91.9% | -74.9% |
| All | -72.0% | +20.2% | -92.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling