-69.7%
TTD vs MKC
-23.8%
-45.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | -7.4% | -2.8% | -4.6% | -7.3% |
| 30D | +3.0% | -3.4% | +6.4% | +3.2% |
| 3M | -27.6% | +3.8% | -31.3% | -27.7% |
| 6M | -49.5% | -17.9% | -31.6% | -52.5% |
| YTD | -63.2% | -23.6% | -39.6% | -65.5% |
| 1Y | -69.7% | -23.1% | -46.6% | -71.3% |
| All | -69.7% | -23.8% | -45.9% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling