+274.5%
MP vs TD
+254.2%
+20.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.4% |
| 7D | +11.0% | +0.6% | +10.4% | +10.4% |
| 30D | -11.7% | +5.0% | -16.7% | -16.3% |
| 3M | -30.8% | +1.1% | -31.9% | -31.8% |
| 6M | -42.9% | +16.5% | -59.4% | -52.3% |
| YTD | -25.9% | +34.3% | -60.1% | -46.7% |
| 1Y | -37.3% | +52.9% | -90.2% | -60.9% |
| 3Y | +150.7% | +132.2% | +18.5% | -3.3% |
| 5Y | -19.3% | +101.9% | -121.1% | -63.1% |
| All | +274.5% | +254.2% | +20.3% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling