-26.8%
TTD vs MKC
+0.1%
-26.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +20.8% | -7.3% | +28.1% | +24.1% |
| 30D | +27.1% | +4.0% | +23.2% | +24.3% |
| 3M | +14.7% | -11.5% | +26.1% | +19.5% |
| 6M | -26.8% | +1.1% | -27.9% | -29.6% |
| All | -26.8% | +0.1% | -26.9% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling