-12.2%
TLT vs MCD
+202.6%
-214.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.7% |
| 30D | +2.2% | +16.0% | -13.9% | +2.6% |
| 3M | -1.7% | 0.0% | -1.7% | -1.8% |
| 6M | -4.0% | +0.9% | -4.9% | -4.0% |
| YTD | -4.9% | -8.7% | +3.8% | -5.3% |
| 1Y | -7.4% | -8.6% | +1.2% | -7.7% |
| 3Y | +3.0% | +9.9% | -6.8% | +3.9% |
| 5Y | -35.1% | +22.6% | -57.7% | -33.7% |
| All | -12.2% | +202.6% | -214.8% | -7.1% |
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