+2,330.7%
MULL vs TD
+122.2%
+2,208.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.2% | -10.8% |
| 7D | +3.6% | -2.6% | +6.2% | +7.8% |
| 30D | +22.0% | -1.0% | +23.0% | +24.2% |
| 3M | -8.6% | +5.6% | -14.3% | -15.7% |
| 6M | +248.5% | +27.1% | +221.4% | +133.5% |
| YTD | +516.3% | +29.4% | +486.9% | +294.5% |
| 1Y | +2,036.6% | +60.7% | +1,976.0% | +836.6% |
| All | +2,330.7% | +122.2% | +2,208.5% | +362.8% |
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