-75.9%
TTD vs MDT
+59.1%
-135.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.5% |
| 7D | +19.9% | +2.7% | +17.2% | +19.3% |
| 30D | +27.6% | +14.8% | +12.8% | +24.8% |
| 3M | +15.2% | +14.6% | +0.6% | +12.7% |
| 6M | -33.2% | +35.7% | -68.9% | -35.8% |
| YTD | -59.4% | +8.5% | -67.8% | -60.3% |
| 1Y | -64.4% | +13.3% | -77.6% | -65.4% |
| 3Y | -75.9% | +58.6% | -134.5% | -75.9% |
| All | -75.9% | +59.1% | -135.0% | -75.9% |
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 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