+1,106.2%
MPC vs TD
+311.5%
+794.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.2% |
| 7D | -9.4% | -0.6% | -8.8% | -9.1% |
| 30D | -14.3% | +7.9% | -22.3% | -20.5% |
| 3M | +31.1% | +3.1% | +28.0% | +25.9% |
| 6M | +60.3% | +17.2% | +43.1% | +34.8% |
| YTD | +142.5% | +34.7% | +107.8% | +76.2% |
| 1Y | +104.6% | +56.9% | +47.7% | +27.6% |
| 3Y | +191.7% | +134.7% | +57.0% | +17.1% |
| 5Y | +549.2% | +104.8% | +444.4% | +191.1% |
| 10Y | +1,106.2% | +305.8% | +800.4% | +186.3% |
| All | +1,106.2% | +311.5% | +794.8% | +186.3% |
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 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