+131.2%
TLT vs MCD
+1,868.5%
-1,737.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | 0.0% |
| 7D | -0.4% | -2.8% | +2.4% | -0.7% |
| 30D | -0.6% | -6.0% | +5.4% | -1.1% |
| 3M | -2.7% | -5.6% | +2.8% | -3.2% |
| 6M | -5.6% | -21.9% | +16.2% | -7.7% |
| YTD | -2.8% | -14.7% | +11.9% | -4.1% |
| 1Y | -1.4% | -17.3% | +15.8% | -3.0% |
| 3Y | -1.6% | -2.2% | +0.6% | -1.4% |
| 5Y | -33.8% | +20.3% | -54.1% | -31.9% |
| 10Y | -21.1% | +180.7% | -201.8% | -8.7% |
| All | +131.2% | +1,868.5% | -1,737.3% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling