+101.9%
MPC vs TD
+56.4%
+45.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.8% |
| 7D | -9.4% | -0.6% | -8.8% | -9.4% |
| 30D | -14.3% | +7.9% | -22.3% | -13.1% |
| 3M | +31.1% | +3.1% | +28.0% | +32.3% |
| 6M | +60.3% | +17.2% | +43.1% | +62.3% |
| YTD | +142.5% | +34.7% | +107.8% | +137.2% |
| All | +101.9% | +56.4% | +45.5% | +85.6% |
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