+145.5%
MLM vs TD
+302.8%
-157.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -5.8% | -3.1% | -2.8% | -3.7% |
| 30D | +9.8% | +6.7% | +3.2% | +5.2% |
| 3M | -5.2% | +3.1% | -8.3% | -7.3% |
| 6M | -10.3% | +17.6% | -27.9% | -20.3% |
| YTD | -15.5% | +34.8% | -50.3% | -31.7% |
| 1Y | -15.0% | +55.6% | -70.6% | -37.9% |
| 3Y | +17.5% | +133.1% | -115.7% | -37.1% |
| 5Y | +30.5% | +104.7% | -74.1% | -23.7% |
| 10Y | +145.5% | +303.6% | -158.0% | -21.6% |
| All | +145.5% | +302.8% | -157.2% | -21.6% |
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