-7.7%
MDB vs TD
+61.0%
-68.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.0% |
| 7D | -16.5% | +1.4% | -17.9% | -16.9% |
| 30D | -8.6% | +10.2% | -18.8% | -11.2% |
| 3M | -13.6% | +8.1% | -21.7% | -15.6% |
| 6M | +24.1% | +22.3% | +1.8% | +12.5% |
| YTD | -21.8% | +39.0% | -60.8% | -37.8% |
| 1Y | -7.7% | +62.6% | -70.3% | -43.4% |
| All | -7.7% | +61.0% | -68.8% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling