+414.0%
TTD vs MKC
+18.5%
+395.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +20.8% | -7.3% | +28.1% | +23.1% |
| 30D | +27.1% | +4.0% | +23.2% | +25.6% |
| 3M | +14.7% | -11.5% | +26.1% | +18.1% |
| 6M | -26.8% | +1.1% | -27.9% | -27.3% |
| YTD | -59.2% | -29.9% | -29.4% | -55.9% |
| 1Y | -64.7% | -27.0% | -37.7% | -62.2% |
| 3Y | -75.8% | -22.3% | -53.5% | -75.3% |
| 5Y | -84.6% | -36.0% | -48.6% | -83.5% |
| 10Y | +507.9% | +24.2% | +483.7% | +438.9% |
| All | +414.0% | +18.5% | +395.5% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling