+601.0%
MPC vs TD
+101.4%
+499.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +11.2% | +1.1% | +10.1% | +10.7% |
| 30D | -14.5% | +5.2% | -19.7% | -16.8% |
| 3M | +16.7% | +1.2% | +15.4% | +15.4% |
| 6M | +67.6% | +17.7% | +49.8% | +51.9% |
| YTD | +157.9% | +34.2% | +123.7% | +115.5% |
| 1Y | +116.7% | +55.4% | +61.2% | +65.5% |
| 3Y | +199.8% | +130.4% | +69.4% | +76.9% |
| All | +601.0% | +101.4% | +499.6% | +336.3% |
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