+364.1%
TTD vs MKC
+29.1%
+335.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | -7.4% | -2.8% | -4.6% | -6.7% |
| 30D | +3.0% | -3.4% | +6.4% | +3.9% |
| 3M | -27.6% | +3.8% | -31.3% | -28.4% |
| 6M | -49.5% | -17.9% | -31.6% | -47.1% |
| YTD | -63.2% | -23.6% | -39.6% | -60.9% |
| 1Y | -69.7% | -23.1% | -46.6% | -68.0% |
| 3Y | -83.3% | -31.5% | -51.8% | -82.1% |
| 5Y | -80.8% | -33.1% | -47.7% | -79.6% |
| All | +364.1% | +29.1% | +335.0% | +328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling