-17.0%
MDLN vs TD
+31.7%
-48.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -6.2% | -1.9% | -4.3% | -5.8% |
| 30D | +0.7% | -1.6% | +2.3% | +1.0% |
| 3M | -5.4% | +4.6% | -10.1% | -6.4% |
| 6M | -21.6% | +26.8% | -48.4% | -27.4% |
| YTD | -18.9% | +28.3% | -47.3% | -24.1% |
| All | -17.0% | +31.7% | -48.6% | -19.1% |
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