+3,366.6%
MLM vs TD
+8,030.9%
-4,664.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -3.1% |
| 7D | -1.2% | -3.2% | +2.0% | +0.5% |
| 30D | +7.9% | +4.9% | +3.1% | +5.4% |
| 3M | -4.5% | +2.3% | -6.8% | -5.7% |
| 6M | -12.6% | +17.8% | -30.4% | -19.9% |
| YTD | -14.9% | +33.5% | -48.4% | -26.7% |
| 1Y | -13.1% | +55.9% | -69.0% | -30.9% |
| 3Y | +21.2% | +131.5% | -110.3% | -22.3% |
| 5Y | +32.0% | +103.3% | -71.3% | -9.9% |
| 10Y | +195.3% | +308.6% | -113.2% | +43.8% |
| All | +3,366.6% | +8,030.9% | -4,664.3% | +570.6% |
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 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