MTD Return

Definition

月初至今收益率（MTD）代表投资自当月初至当前日期的累计收益率，反映当月进行中的收益情况。

Formula

$\text{MTD} = \left(\prod_{i=1}^{n} 1 + R_i\right)^{\frac{1}{n}} - 1$

where $R_i$ is the return for day $i$ of the current month.