+412.3%
TTD vs MDT
+53.8%
+358.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +4.0% |
| 7D | +19.9% | +2.7% | +17.2% | +17.7% |
| 30D | +27.6% | +14.8% | +12.8% | +16.8% |
| 3M | +15.2% | +14.6% | +0.6% | +5.4% |
| 6M | -33.2% | +35.7% | -68.9% | -45.6% |
| YTD | -59.4% | +8.5% | -67.8% | -62.1% |
| 1Y | -64.4% | +13.3% | -77.6% | -67.8% |
| 3Y | -75.9% | +58.6% | -134.5% | -83.9% |
| 5Y | -82.6% | -2.6% | -80.0% | -83.1% |
| 10Y | +558.1% | +60.0% | +498.2% | +309.3% |
| All | +412.3% | +53.8% | +358.4% | +236.1% |
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