績效指標
詳細報酬

MTD Return

Definition

月初至今報酬率(MTD)代表投資自當月初至當前日期的累計報酬率,反映當月進行中的報酬情況。

Formula

MTD=(i=1n1+Ri)1n1\text{MTD} = \left(\prod_{i=1}^{n} 1 + R_i\right)^{\frac{1}{n}} - 1

where RiR_i is the return for day ii of the current month.

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MTD Return Definition & Formula · PortfolioMetrics