+1,017.5%
MDB vs TD
+196.2%
+821.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | -4.5% | -1.9% | -2.6% | -3.5% |
| 30D | -14.0% | -1.6% | -12.4% | -13.3% |
| 3M | +5.3% | +4.6% | +0.7% | +2.2% |
| 6M | +31.9% | +26.8% | +5.1% | +13.9% |
| YTD | -14.6% | +28.3% | -42.9% | -26.8% |
| 1Y | +8.2% | +60.4% | -52.2% | -18.4% |
| 3Y | -5.0% | +125.7% | -130.7% | -42.1% |
| 5Y | -24.5% | +122.4% | -146.9% | -51.9% |
| All | +1,017.5% | +196.2% | +821.3% | +561.5% |
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 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