+40.4%
MXL vs TD
+125.7%
-85.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +6.9% |
| 7D | +18.9% | -0.5% | +19.4% | +19.3% |
| 30D | +0.3% | -1.9% | +2.2% | +2.6% |
| 3M | -8.0% | +4.8% | -12.8% | -11.3% |
| 6M | +341.2% | +28.0% | +313.3% | +253.0% |
| YTD | +327.8% | +30.3% | +297.5% | +236.3% |
| 1Y | +364.9% | +59.8% | +305.1% | +203.2% |
| 3Y | +229.2% | +124.7% | +104.5% | +54.0% |
| All | +40.4% | +125.7% | -85.3% | -31.0% |
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