+3,280.8%
MLM vs TD
+7,879.0%
-4,598.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -2.9% | +0.3% | -3.2% | -3.1% |
| 30D | -6.8% | +0.4% | -7.2% | -7.1% |
| 3M | -11.2% | +7.6% | -18.9% | -14.8% |
| 6M | -21.8% | +25.0% | -46.8% | -30.4% |
| YTD | -17.0% | +31.0% | -48.0% | -27.9% |
| 1Y | -16.4% | +65.2% | -81.5% | -35.5% |
| 3Y | +14.5% | +122.5% | -108.0% | -25.1% |
| 5Y | +41.7% | +124.8% | -83.1% | -8.0% |
| 10Y | +200.0% | +298.2% | -98.2% | +47.9% |
| All | +3,280.8% | +7,879.0% | -4,598.2% | +560.3% |
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 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