+7,930.8%
TD vs MDY
+2,122.7%
+5,808.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.4% | -1.5% | +1.9% | +1.5% |
| 3M | +7.6% | +0.8% | +6.9% | +7.0% |
| 6M | +25.0% | +7.4% | +17.6% | +18.5% |
| YTD | +31.0% | +15.2% | +15.8% | +17.9% |
| 1Y | +65.2% | +16.5% | +48.6% | +47.1% |
| 3Y | +122.5% | +46.8% | +75.7% | +63.4% |
| 5Y | +124.8% | +46.0% | +78.8% | +63.4% |
| 10Y | +298.2% | +172.1% | +126.2% | +78.2% |
| All | +7,930.8% | +2,122.7% | +5,808.2% | +618.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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