-34.4%
TLT vs MCD
+21.9%
-56.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | +4.1% | +16.6% | -12.5% | +2.5% |
| 3M | -0.4% | +0.9% | -1.3% | -0.6% |
| 6M | -3.2% | +1.5% | -4.6% | -3.5% |
| YTD | -3.5% | -8.3% | +4.8% | -2.9% |
| 1Y | -5.8% | -8.1% | +2.3% | -5.3% |
| 3Y | +4.6% | +10.3% | -5.7% | +3.1% |
| 5Y | -34.4% | +23.4% | -57.8% | -34.9% |
| All | -34.4% | +21.9% | -56.3% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling