-4.6%
TLT vs MCD
-3.5%
-1.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.2% |
| 7D | +0.3% | +5.9% | -5.7% | -0.5% |
| 30D | +5.1% | +19.6% | -14.5% | +2.7% |
| 3M | -0.2% | +3.3% | -3.5% | -1.2% |
| 6M | -2.9% | +3.5% | -6.4% | -4.0% |
| YTD | -2.7% | -6.1% | +3.4% | -1.8% |
| All | -4.6% | -3.5% | -1.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling