+430.9%
TTD vs MDT
+53.9%
+377.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +20.8% | -3.2% | +24.0% | +23.3% |
| 30D | +33.8% | +10.5% | +23.3% | +25.6% |
| 3M | +17.8% | +13.0% | +4.9% | +8.8% |
| 6M | -25.7% | +38.7% | -64.4% | -40.4% |
| YTD | -57.9% | +8.5% | -66.4% | -60.8% |
| 1Y | -63.8% | +10.0% | -73.9% | -66.7% |
| 3Y | -75.0% | +58.6% | -133.6% | -83.3% |
| 5Y | -82.5% | -0.3% | -82.3% | -83.4% |
| 10Y | +527.9% | +61.3% | +466.6% | +290.2% |
| All | +430.9% | +53.9% | +377.0% | +248.3% |
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