-63.5%
TTD vs MLM
-14.9%
-48.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +20.8% | -5.8% | +26.6% | +21.8% |
| 30D | +33.8% | +9.8% | +24.0% | +32.4% |
| 3M | +17.8% | -5.2% | +23.0% | +17.7% |
| 6M | -25.7% | -10.3% | -15.5% | -26.1% |
| YTD | -57.9% | -15.5% | -42.4% | -59.0% |
| All | -63.5% | -14.9% | -48.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling