+125.4%
TD vs MKC
-33.9%
+159.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | -2.6% | -2.8% | +0.2% | -2.2% |
| 30D | -1.0% | -3.4% | +2.4% | -0.7% |
| 3M | +5.6% | +3.8% | +1.9% | +4.8% |
| 6M | +27.1% | -17.9% | +45.0% | +30.3% |
| YTD | +29.4% | -23.6% | +53.0% | +33.8% |
| 1Y | +60.7% | -23.1% | +83.8% | +65.8% |
| 3Y | +127.6% | -31.5% | +159.1% | +138.6% |
| 5Y | +125.4% | -33.1% | +158.5% | +140.2% |
| All | +125.4% | -33.9% | +159.3% | +140.2% |
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