+127.0%
MP vs TD
+129.3%
-2.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.5% |
| 7D | -10.5% | -1.7% | -8.8% | -9.0% |
| 30D | -23.5% | +8.2% | -31.8% | -30.1% |
| 3M | -25.4% | +1.7% | -27.1% | -27.1% |
| 6M | -51.3% | +14.2% | -65.5% | -58.6% |
| YTD | -29.9% | +32.8% | -62.7% | -49.4% |
| 1Y | -31.8% | +55.5% | -87.3% | -58.6% |
| 3Y | +127.0% | +129.6% | -2.6% | -19.5% |
| All | +127.0% | +129.3% | -2.3% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling