+379.4%
TTD vs MDT
+41.4%
+338.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.1% |
| 7D | +6.3% | +3.2% | +3.1% | +4.2% |
| 30D | -23.9% | +9.5% | -33.4% | -28.6% |
| 3M | -31.4% | +16.0% | -47.4% | -37.9% |
| 6M | -42.7% | +0.2% | -42.9% | -43.5% |
| YTD | -62.0% | -0.3% | -61.7% | -62.6% |
| 1Y | -72.2% | +4.7% | -76.9% | -73.7% |
| 3Y | -81.9% | +26.5% | -108.5% | -85.8% |
| 5Y | -81.5% | -18.2% | -63.4% | -79.9% |
| All | +379.4% | +41.4% | +338.0% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling