+180.6%
MPC vs TD
+123.2%
+57.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +31.0% | +0.4% | +30.6% | +30.7% |
| 3M | +46.0% | +7.6% | +38.4% | +41.9% |
| 6M | +77.3% | +25.0% | +52.3% | +61.8% |
| YTD | +141.9% | +31.0% | +110.9% | +116.2% |
| 1Y | +120.9% | +65.2% | +55.7% | +77.9% |
| All | +180.6% | +123.2% | +57.4% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling