+303.8%
TD vs MKC
+29.9%
+274.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.5% | -1.5% | +0.9% | -0.2% |
| 30D | -1.9% | -3.1% | +1.2% | -1.4% |
| 3M | +4.8% | +5.2% | -0.4% | +3.1% |
| 6M | +28.0% | -12.8% | +40.8% | +31.2% |
| YTD | +30.3% | -23.3% | +53.6% | +37.1% |
| 1Y | +59.8% | -24.1% | +83.9% | +68.2% |
| 3Y | +124.7% | -32.1% | +156.8% | +140.6% |
| 5Y | +127.0% | -32.8% | +159.8% | +140.1% |
| All | +303.8% | +29.9% | +274.0% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling