-68.3%
TTD vs MXL
+366.1%
-434.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +2.4% |
| 7D | -0.6% | +18.9% | -19.5% | -1.2% |
| 30D | +6.3% | +0.3% | +6.0% | +6.2% |
| 3M | -24.1% | -8.0% | -16.1% | -25.3% |
| 6M | -47.4% | +341.2% | -388.7% | -57.6% |
| YTD | -62.2% | +327.8% | -390.0% | -69.7% |
| 1Y | -68.3% | +364.9% | -433.2% | -74.5% |
| All | -68.3% | +366.1% | -434.4% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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