-20.7%
TLT vs MCD
+178.5%
-199.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.4% | -2.0% | +2.4% | +0.3% |
| 30D | -0.3% | -6.1% | +5.8% | -0.5% |
| 3M | -1.7% | -7.3% | +5.5% | -2.0% |
| 6M | -4.9% | -20.9% | +16.0% | -5.7% |
| YTD | -2.8% | -14.7% | +11.9% | -3.3% |
| 1Y | -4.2% | -16.1% | +11.9% | -4.8% |
| 3Y | -1.1% | -1.5% | +0.4% | -0.8% |
| 5Y | -33.7% | +20.4% | -54.2% | -32.1% |
| 10Y | -20.7% | +180.0% | -200.7% | -14.0% |
| All | -20.7% | +178.5% | -199.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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