+117.2%
MPC vs TD
+61.0%
+56.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -7.4% |
| 7D | -10.9% | +1.4% | -12.3% | -10.5% |
| 30D | -9.4% | +10.2% | -19.6% | -7.6% |
| 3M | +26.0% | +8.1% | +17.8% | +28.3% |
| 6M | +56.5% | +22.3% | +34.2% | +59.8% |
| YTD | +144.3% | +39.0% | +105.2% | +141.7% |
| 1Y | +117.2% | +62.6% | +54.6% | +105.3% |
| All | +117.2% | +61.0% | +56.2% | +105.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling