-34.6%
TLT vs MCD
+21.9%
-56.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +7.1% | -7.0% | -0.6% |
| 30D | +6.2% | +19.8% | -13.6% | +4.3% |
| 3M | -0.3% | +0.8% | -1.2% | -0.6% |
| 6M | -3.4% | -1.3% | -2.0% | -3.5% |
| YTD | -3.1% | -7.8% | +4.6% | -2.6% |
| 1Y | -5.2% | -5.0% | -0.3% | -5.0% |
| 3Y | +6.5% | +10.5% | -4.1% | +5.0% |
| All | -34.6% | +21.9% | -56.5% | -35.6% |
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