+920.8%
MDB vs TD
+211.0%
+709.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.8% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | -15.2% | +7.9% | -23.1% | -18.6% |
| 3M | -17.9% | +3.1% | -21.0% | -19.3% |
| 6M | +9.3% | +17.2% | -7.9% | -0.6% |
| YTD | -22.0% | +34.7% | -56.7% | -34.8% |
| 1Y | -9.3% | +56.9% | -66.2% | -30.5% |
| 3Y | -10.4% | +134.7% | -145.1% | -46.3% |
| 5Y | -43.2% | +104.8% | -148.0% | -62.7% |
| All | +920.8% | +211.0% | +709.8% | +489.0% |
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