+2,232.4%
MCD vs TD
+7,985.3%
-5,753.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +7.1% | -1.7% | +8.8% | +7.7% |
| 30D | +19.8% | +8.2% | +11.5% | +17.1% |
| 3M | +0.8% | +1.7% | -0.9% | +0.2% |
| 6M | -1.3% | +14.2% | -15.6% | -5.3% |
| YTD | -7.8% | +32.8% | -40.5% | -15.4% |
| 1Y | -5.0% | +55.5% | -60.4% | -16.8% |
| 3Y | +10.5% | +129.6% | -119.1% | -14.3% |
| 5Y | +22.0% | +102.2% | -80.2% | -2.8% |
| 10Y | +216.7% | +306.3% | -89.6% | +104.3% |
| All | +2,232.4% | +7,985.3% | -5,753.0% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling