+213.3%
MCD vs TD
+303.3%
-89.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | -0.7% | +8.0% | +7.6% |
| 30D | +20.0% | +7.6% | +12.3% | +16.5% |
| 3M | +3.8% | +3.0% | +0.8% | +2.5% |
| 6M | +3.8% | +16.8% | -13.1% | -3.1% |
| YTD | -5.9% | +34.3% | -40.2% | -17.3% |
| 1Y | -3.2% | +56.0% | -59.2% | -20.2% |
| 3Y | +13.3% | +132.4% | -119.1% | -22.5% |
| 5Y | +25.2% | +103.7% | -78.4% | -10.5% |
| 10Y | +213.3% | +299.2% | -85.8% | +50.3% |
| All | +213.3% | +303.3% | -89.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling