+475.1%
MULL vs TD
+61.0%
+414.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.8% | -16.5% | -17.1% |
| 7D | -35.9% | +1.4% | -37.3% | -37.2% |
| 30D | -47.3% | +10.2% | -57.6% | -54.4% |
| 3M | -30.6% | +8.1% | -38.7% | -37.9% |
| 6M | +13.7% | +22.3% | -8.6% | -12.5% |
| YTD | +272.1% | +39.0% | +233.1% | +117.6% |
| 1Y | +475.1% | +62.6% | +412.4% | +132.3% |
| All | +475.1% | +61.0% | +414.0% | +132.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling