+37.0%
MDT vs TD
+306.3%
-269.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +0.2% | -1.9% | +2.1% | +1.0% |
| 3M | +14.3% | +4.8% | +9.5% | +11.1% |
| 6M | +4.0% | +28.0% | -24.0% | -8.6% |
| YTD | -3.7% | +30.3% | -34.0% | -16.3% |
| 1Y | -0.4% | +59.8% | -60.1% | -22.1% |
| 3Y | +23.3% | +124.7% | -101.4% | -20.6% |
| 5Y | -18.9% | +127.0% | -145.8% | -49.2% |
| All | +37.0% | +306.3% | -269.3% | -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 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