+1,085.1%
MDT vs TD
+7,806.2%
-6,721.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | +6.0% | -0.7% | +6.7% | +6.1% |
| 3M | +15.5% | +6.3% | +9.3% | +12.7% |
| 6M | +3.4% | +27.9% | -24.5% | -5.6% |
| YTD | -2.2% | +29.8% | -32.0% | -11.2% |
| 1Y | +2.6% | +63.7% | -61.1% | -14.3% |
| 3Y | +27.5% | +128.3% | -100.8% | -6.3% |
| 5Y | -20.1% | +125.5% | -145.6% | -41.4% |
| 10Y | +39.1% | +296.7% | -257.6% | -16.5% |
| All | +1,085.1% | +7,806.2% | -6,721.1% | +247.4% |
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