+1,098.3%
MPC vs TD
+303.3%
+795.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -8.8% | -0.7% | -8.1% | -8.5% |
| 30D | -14.4% | +7.6% | -22.0% | -20.3% |
| 3M | +21.9% | +3.0% | +18.9% | +17.2% |
| 6M | +60.1% | +16.8% | +43.3% | +35.1% |
| YTD | +142.3% | +34.3% | +108.0% | +76.5% |
| 1Y | +101.7% | +56.0% | +45.7% | +26.5% |
| 3Y | +184.8% | +132.4% | +52.4% | +15.5% |
| 5Y | +564.6% | +103.7% | +461.0% | +199.7% |
| 10Y | +1,098.3% | +299.2% | +799.2% | +188.9% |
| All | +1,098.3% | +303.3% | +795.0% | +188.9% |
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