+420.9%
TTD vs MKC
+19.9%
+401.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +21.3% | -3.0% | +24.2% | +22.2% |
| 30D | +28.7% | +4.8% | +23.9% | +27.0% |
| 3M | +7.7% | -12.8% | +20.5% | +11.3% |
| 6M | -23.5% | +5.0% | -28.5% | -24.7% |
| YTD | -58.7% | -29.1% | -29.6% | -55.4% |
| 1Y | -63.4% | -26.4% | -37.0% | -61.0% |
| 3Y | -75.3% | -21.6% | -53.7% | -74.8% |
| 5Y | -84.4% | -35.2% | -49.1% | -83.4% |
| 10Y | +516.1% | +25.6% | +490.5% | +444.6% |
| All | +420.9% | +19.9% | +401.0% | +389.2% |
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 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