-82.3%
TTD vs MLM
+15.1%
-97.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.8% |
| 7D | +6.3% | -2.9% | +9.2% | +7.3% |
| 30D | -23.9% | -6.8% | -17.1% | -22.2% |
| 3M | -31.4% | -11.2% | -20.1% | -29.0% |
| 6M | -42.7% | -21.8% | -20.8% | -38.1% |
| YTD | -62.0% | -17.0% | -45.0% | -60.3% |
| 1Y | -72.2% | -16.4% | -55.8% | -71.2% |
| All | -82.3% | +15.1% | -97.4% | -86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling