-79.9%
TTD vs MRSH
+18.2%
-98.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | -0.6% | -4.8% | +4.1% | +3.6% |
| 30D | +6.3% | -6.3% | +12.6% | +12.4% |
| 3M | -24.1% | +5.8% | -29.9% | -27.8% |
| 6M | -47.4% | +2.8% | -50.2% | -49.0% |
| YTD | -62.2% | -3.1% | -59.1% | -61.8% |
| 1Y | -68.3% | -11.3% | -57.0% | -65.4% |
| 3Y | -83.4% | -5.0% | -78.5% | -84.9% |
| All | -79.9% | +18.2% | -98.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 5y: compounded portfolio wealth divided by compounded MRSH 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…
5y analysis · Full analysis span regression · 6 months rolling