-83.4%
TTD vs MXL
+222.8%
-306.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +1.8% |
| 7D | -0.6% | +18.9% | -19.5% | -2.5% |
| 30D | +6.3% | +0.3% | +6.0% | +5.8% |
| 3M | -24.1% | -8.0% | -16.1% | -26.2% |
| 6M | -47.4% | +341.2% | -388.7% | -63.4% |
| YTD | -62.2% | +327.8% | -390.0% | -73.8% |
| 1Y | -68.3% | +364.9% | -433.2% | -78.6% |
| 3Y | -83.4% | +229.2% | -312.7% | -88.8% |
| All | -83.4% | +222.8% | -306.2% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling