-0.4%
MDT vs TD
+60.9%
-61.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +0.2% | -1.9% | +2.1% | +0.4% |
| 3M | +14.3% | +4.8% | +9.5% | +12.7% |
| 6M | +4.0% | +28.0% | -24.0% | -2.4% |
| YTD | -3.7% | +30.3% | -34.0% | -9.9% |
| 1Y | -0.4% | +59.8% | -60.1% | -11.2% |
| All | -0.4% | +60.9% | -61.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling