+678.6%
MPC vs TD
+123.5%
+555.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | +3.9% | +0.9% | +3.0% | +3.4% |
| 30D | +33.8% | -0.7% | +34.4% | +34.0% |
| 3M | +49.9% | +6.3% | +43.6% | +44.1% |
| 6M | +80.9% | +27.9% | +53.0% | +55.1% |
| YTD | +147.4% | +29.8% | +117.6% | +110.3% |
| 1Y | +123.2% | +63.7% | +59.5% | +64.2% |
| 3Y | +171.7% | +128.3% | +43.4% | +58.8% |
| 5Y | +678.6% | +125.5% | +553.0% | +309.7% |
| All | +678.6% | +123.5% | +555.0% | +309.7% |
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