+297.0%
MXL vs TD
+61.0%
+236.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -13.9% |
| 7D | -24.3% | +1.4% | -25.7% | -25.5% |
| 30D | -46.1% | +10.2% | -56.3% | -51.9% |
| 3M | -21.8% | +8.1% | -29.9% | -27.6% |
| 6M | -27.2% | +22.3% | -49.5% | -37.3% |
| YTD | +226.2% | +39.0% | +187.1% | +146.4% |
| 1Y | +297.0% | +62.6% | +234.4% | +156.8% |
| All | +297.0% | +61.0% | +236.0% | +156.8% |
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 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