-84.6%
TTD vs MKC
-36.0%
-48.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +20.8% | -7.3% | +28.1% | +22.0% |
| 30D | +27.1% | +4.0% | +23.2% | +26.4% |
| 3M | +14.7% | -11.5% | +26.1% | +16.3% |
| 6M | -26.8% | +1.1% | -27.9% | -26.9% |
| YTD | -59.2% | -29.9% | -29.4% | -57.9% |
| 1Y | -64.7% | -27.0% | -37.7% | -63.8% |
| 3Y | -75.8% | -22.3% | -53.5% | -75.8% |
| 5Y | -84.6% | -36.0% | -48.6% | -81.2% |
| All | -84.6% | -36.0% | -48.5% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling