+1,230.2%
MDT vs TD
+8,075.2%
-6,845.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +9.2% | +5.2% | +3.9% | +7.2% |
| 3M | +14.5% | +1.2% | +13.3% | +13.8% |
| 6M | +37.3% | +17.7% | +19.6% | +29.1% |
| YTD | +9.8% | +34.2% | -24.4% | -1.5% |
| 1Y | +10.5% | +55.4% | -44.9% | -5.9% |
| 3Y | +57.4% | +130.4% | -73.0% | +15.4% |
| 5Y | +1.2% | +101.8% | -100.6% | -22.9% |
| 10Y | +63.2% | +301.9% | -238.6% | -2.6% |
| All | +1,230.2% | +8,075.2% | -6,845.0% | +285.3% |
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