-5.6%
MDB vs TD
+128.4%
-134.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.1% |
| 7D | -18.0% | +0.9% | -18.9% | -18.3% |
| 30D | -10.7% | -0.7% | -10.1% | -10.6% |
| 3M | +1.0% | +6.3% | -5.3% | -2.2% |
| 6M | +31.6% | +27.9% | +3.7% | +15.0% |
| YTD | -15.2% | +29.8% | -45.0% | -26.4% |
| 1Y | +10.1% | +63.7% | -53.5% | -14.8% |
| 3Y | -5.6% | +128.3% | -134.0% | -36.6% |
| All | -5.6% | +128.4% | -134.1% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling