+30.0%
MGY vs TD
+127.3%
-97.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.5% | -0.5% | +4.1% | +3.7% |
| 30D | +5.3% | -1.9% | +7.2% | +5.9% |
| 3M | +2.6% | +4.8% | -2.1% | +0.5% |
| 6M | -3.3% | +28.0% | -31.3% | -13.9% |
| YTD | +29.2% | +30.3% | -1.1% | +13.7% |
| 1Y | +18.0% | +59.8% | -41.7% | -7.9% |
| 3Y | +30.0% | +124.7% | -94.7% | -19.6% |
| All | +30.0% | +127.3% | -97.3% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling