+26.5%
MLM vs TD
+101.4%
-74.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.5% |
| 30D | +9.0% | +5.2% | +3.8% | +6.2% |
| 3M | -5.6% | +1.2% | -6.8% | -6.2% |
| 6M | -10.7% | +17.7% | -28.4% | -18.7% |
| YTD | -17.2% | +34.2% | -51.4% | -29.9% |
| 1Y | -14.2% | +55.4% | -69.7% | -33.0% |
| 3Y | +15.6% | +130.4% | -114.8% | -29.1% |
| All | +26.5% | +101.4% | -74.9% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling