-12.5%
TLT vs MCD
+219.3%
-231.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.1% |
| 7D | +0.3% | +5.9% | -5.7% | +0.4% |
| 30D | +5.1% | +19.6% | -14.5% | +5.7% |
| 3M | -0.2% | +3.3% | -3.5% | -0.2% |
| 6M | -2.9% | +3.5% | -6.4% | -2.9% |
| YTD | -2.7% | -6.1% | +3.4% | -2.9% |
| 1Y | -4.6% | -3.7% | -0.9% | -4.7% |
| 3Y | +6.1% | +13.4% | -7.3% | +7.1% |
| 5Y | -35.1% | +25.2% | -60.3% | -33.8% |
| 10Y | -12.5% | +211.3% | -223.7% | -5.9% |
| All | -12.5% | +219.3% | -231.8% | -5.9% |
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