+3.8%
MCO vs TD
+27.3%
-23.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -7.3% | -2.6% | -4.8% | -7.0% |
| 30D | -1.7% | -1.0% | -0.7% | -1.6% |
| 3M | +3.9% | +5.6% | -1.7% | +2.6% |
| 6M | +3.8% | +27.1% | -23.3% | -6.5% |
| All | +3.8% | +27.3% | -23.5% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling