+942.1%
MDB vs TD
+209.8%
+732.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.8% | +1.1% | +5.7% | +6.2% |
| 30D | -6.2% | +5.2% | -11.4% | -8.6% |
| 3M | -29.2% | +1.2% | -30.5% | -29.7% |
| 6M | +10.3% | +17.7% | -7.5% | -0.1% |
| YTD | -20.4% | +34.2% | -54.6% | -33.3% |
| 1Y | -4.8% | +55.4% | -60.3% | -26.7% |
| 3Y | -11.6% | +130.4% | -142.0% | -46.5% |
| 5Y | -41.0% | +101.8% | -142.8% | -61.0% |
| All | +942.1% | +209.8% | +732.3% | +502.6% |
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 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