+2,581.4%
MULL vs TD
+120.4%
+2,461.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +7.4% |
| 7D | +14.8% | -1.9% | +16.7% | +18.1% |
| 30D | +36.6% | -1.6% | +38.2% | +40.6% |
| 3M | -8.9% | +4.6% | -13.5% | -14.4% |
| 6M | +311.9% | +26.8% | +285.1% | +177.7% |
| YTD | +579.8% | +28.3% | +551.5% | +342.2% |
| 1Y | +2,421.5% | +60.4% | +2,361.1% | +1,010.2% |
| All | +2,581.4% | +120.4% | +2,461.0% | +418.7% |
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