+237.4%
MP vs TD
+252.2%
-14.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.0% | -2.1% | -1.7% |
| 7D | -19.0% | -3.2% | -15.7% | -16.1% |
| 30D | -30.5% | +4.9% | -35.4% | -34.2% |
| 3M | -29.6% | +2.3% | -31.9% | -31.6% |
| 6M | -50.4% | +17.8% | -68.2% | -59.1% |
| YTD | -33.2% | +33.5% | -66.7% | -51.7% |
| 1Y | -38.6% | +55.9% | -94.5% | -62.6% |
| 3Y | +105.5% | +131.5% | -26.1% | -20.6% |
| 5Y | -7.8% | +103.3% | -111.2% | -58.1% |
| All | +237.4% | +252.2% | -14.8% | +2.8% |
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