+364.9%
MXL vs TD
+60.9%
+304.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +6.7% |
| 7D | +18.9% | -0.5% | +19.4% | +19.5% |
| 30D | +0.3% | -1.9% | +2.2% | +3.2% |
| 3M | -8.0% | +4.8% | -12.8% | -11.5% |
| 6M | +341.2% | +28.0% | +313.3% | +240.8% |
| YTD | +327.8% | +30.3% | +297.5% | +220.5% |
| 1Y | +364.9% | +59.8% | +305.1% | +135.3% |
| All | +364.9% | +60.9% | +304.0% | +135.3% |
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