+1,134.0%
MPC vs TD
+295.4%
+838.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +3.1% |
| 7D | +3.9% | +0.9% | +3.0% | +3.0% |
| 30D | +33.8% | -0.7% | +34.4% | +34.1% |
| 3M | +49.9% | +6.3% | +43.6% | +39.9% |
| 6M | +80.9% | +27.9% | +53.0% | +39.2% |
| YTD | +147.4% | +29.8% | +117.6% | +87.6% |
| 1Y | +123.2% | +63.7% | +59.5% | +34.1% |
| 3Y | +171.7% | +128.3% | +43.4% | +11.9% |
| 5Y | +678.6% | +125.5% | +553.0% | +209.5% |
| 10Y | +1,134.0% | +296.7% | +837.3% | +182.9% |
| All | +1,134.0% | +295.4% | +838.7% | +182.9% |
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