+3,303.0%
MLM vs TD
+7,985.3%
-4,682.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.5% |
| 7D | -4.1% | -1.7% | -2.4% | -3.2% |
| 30D | +8.2% | +8.2% | -0.1% | +3.9% |
| 3M | -3.6% | +1.7% | -5.3% | -4.5% |
| 6M | -15.6% | +14.2% | -29.8% | -21.3% |
| YTD | -16.4% | +32.8% | -49.2% | -27.9% |
| 1Y | -14.3% | +55.5% | -69.8% | -31.8% |
| 3Y | +19.3% | +129.6% | -110.3% | -23.2% |
| 5Y | +29.6% | +102.2% | -72.6% | -11.3% |
| 10Y | +189.9% | +306.3% | -116.4% | +41.6% |
| All | +3,303.0% | +7,985.3% | -4,682.3% | +560.2% |
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