+379.4%
TTD vs MKC
+31.6%
+347.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | +6.3% | -5.9% | +12.2% | +8.0% |
| 30D | -23.9% | -0.9% | -23.0% | -23.8% |
| 3M | -31.4% | +12.7% | -44.1% | -33.6% |
| 6M | -42.7% | -19.3% | -23.4% | -39.7% |
| YTD | -62.0% | -22.2% | -39.8% | -59.9% |
| 1Y | -72.2% | -23.3% | -48.9% | -70.6% |
| 3Y | -81.9% | -30.0% | -52.0% | -80.7% |
| 5Y | -81.5% | -33.8% | -47.8% | -80.3% |
| All | +379.4% | +31.6% | +347.9% | +340.5% |
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