+2,968.0%
MPC vs TD
+450.0%
+2,518.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.7% |
| 7D | -16.2% | -1.7% | -14.5% | -15.2% |
| 30D | -15.7% | +8.2% | -24.0% | -22.0% |
| 3M | +24.9% | +1.7% | +23.2% | +21.4% |
| 6M | +52.7% | +14.2% | +38.4% | +31.8% |
| YTD | +131.9% | +32.8% | +99.1% | +71.8% |
| 1Y | +96.6% | +55.5% | +41.2% | +24.9% |
| 3Y | +163.8% | +129.6% | +34.1% | +11.3% |
| 5Y | +533.1% | +102.2% | +430.9% | +194.4% |
| 10Y | +1,118.6% | +306.3% | +812.4% | +196.2% |
| All | +2,968.0% | +450.0% | +2,518.0% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling