+282.4%
MXL vs TD
+500.2%
-217.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.7% | +8.6% |
| 7D | +19.0% | -1.9% | +20.9% | +20.8% |
| 30D | +4.5% | -1.6% | +6.1% | +6.5% |
| 3M | -1.5% | +4.6% | -6.1% | -4.5% |
| 6M | +348.6% | +26.8% | +321.8% | +266.5% |
| YTD | +310.3% | +28.3% | +281.9% | +231.5% |
| 1Y | +344.7% | +60.4% | +284.3% | +196.1% |
| 3Y | +211.2% | +125.7% | +85.5% | +51.5% |
| 5Y | +34.8% | +122.4% | -87.5% | -32.9% |
| 10Y | +286.5% | +297.1% | -10.5% | +19.0% |
| All | +282.4% | +500.2% | -217.8% | -22.8% |
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 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