+534.5%
MPC vs TD
+101.6%
+432.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -16.2% | -1.7% | -14.5% | -15.6% |
| 30D | -15.7% | +8.2% | -24.0% | -19.1% |
| 3M | +24.9% | +1.7% | +23.2% | +23.2% |
| 6M | +52.7% | +14.2% | +38.4% | +40.6% |
| YTD | +131.9% | +32.8% | +99.1% | +94.8% |
| 1Y | +96.6% | +55.5% | +41.2% | +50.0% |
| 3Y | +163.8% | +129.6% | +34.1% | +55.8% |
| All | +534.5% | +101.6% | +432.8% | +292.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling