+101.4%
TD vs MKC
-35.5%
+136.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +1.1% | -3.0% | +4.1% | +1.5% |
| 30D | +5.2% | +4.8% | +0.4% | +4.6% |
| 3M | +1.2% | -12.8% | +14.1% | +2.8% |
| 6M | +17.7% | +5.0% | +12.7% | +16.2% |
| YTD | +34.2% | -29.1% | +63.3% | +40.0% |
| 1Y | +55.4% | -26.4% | +81.8% | +60.9% |
| 3Y | +130.4% | -21.6% | +152.0% | +132.1% |
| All | +101.4% | -35.5% | +136.9% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling