+7,462.4%
MCO vs TD
+7,835.7%
-373.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -3.8% | -0.5% | -3.2% | -3.5% |
| 30D | -0.4% | -1.9% | +1.5% | +0.5% |
| 3M | +7.7% | +4.8% | +3.0% | +4.8% |
| 6M | +7.0% | +28.0% | -21.0% | -6.7% |
| YTD | -6.4% | +30.3% | -36.7% | -19.3% |
| 1Y | -7.6% | +59.8% | -67.4% | -28.7% |
| 3Y | +43.2% | +124.7% | -81.5% | -8.7% |
| 5Y | +29.6% | +127.0% | -97.4% | -18.5% |
| 10Y | +389.2% | +303.2% | +86.0% | +125.6% |
| All | +7,462.4% | +7,835.7% | -373.3% | +1,418.6% |
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