+361.1%
TTD vs MDT
+38.0%
+323.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | +3.7% | +2.8% | +0.9% | +1.7% |
| 3M | -30.2% | +13.1% | -43.3% | -35.9% |
| 6M | -51.4% | +2.3% | -53.7% | -52.7% |
| YTD | -63.4% | -2.7% | -60.7% | -63.5% |
| 1Y | -73.5% | +0.9% | -74.4% | -74.3% |
| 3Y | -83.5% | +26.8% | -110.3% | -87.1% |
| 5Y | -80.9% | -19.5% | -61.5% | -79.0% |
| All | +361.1% | +38.0% | +323.1% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling