-14.3%
MLM vs TD
+54.9%
-69.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | -4.1% | -1.7% | -2.4% | -3.1% |
| 30D | +8.2% | +8.2% | -0.1% | +4.1% |
| 3M | -3.6% | +1.7% | -5.3% | -4.4% |
| 6M | -15.6% | +14.2% | -29.8% | -22.8% |
| YTD | -16.4% | +32.8% | -49.2% | -30.9% |
| 1Y | -14.3% | +55.5% | -69.8% | -32.3% |
| All | -14.3% | +54.9% | -69.2% | -32.3% |
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 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