-83.8%
TTD vs MKC
-30.6%
-53.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +1.7% | -4.3% | +6.1% | +2.1% |
| 30D | +1.6% | -2.0% | +3.6% | +1.8% |
| 3M | -27.8% | +10.0% | -37.8% | -28.2% |
| 6M | -52.1% | -18.5% | -33.6% | -52.3% |
| YTD | -63.1% | -22.4% | -40.6% | -63.1% |
| 1Y | -73.1% | -23.6% | -49.4% | -73.0% |
| All | -83.8% | -30.6% | -53.2% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling