-84.0%
TTD vs MDT
+26.2%
-110.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | +3.7% | +2.8% | +0.9% | +3.3% |
| 3M | -30.2% | +13.1% | -43.3% | -31.4% |
| 6M | -51.4% | +2.3% | -53.7% | -51.8% |
| YTD | -63.4% | -2.7% | -60.7% | -63.6% |
| 1Y | -73.5% | +0.9% | -74.4% | -73.7% |
| All | -84.0% | +26.2% | -110.2% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling