+126.1%
TLT vs MCD
+2,006.6%
-1,880.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.8% |
| 30D | +2.2% | +16.0% | -13.9% | +3.5% |
| 3M | -1.7% | 0.0% | -1.7% | -1.7% |
| 6M | -4.0% | +0.9% | -4.9% | -3.8% |
| YTD | -4.9% | -8.7% | +3.8% | -5.7% |
| 1Y | -7.4% | -8.6% | +1.2% | -8.0% |
| 3Y | +3.0% | +9.9% | -6.8% | +4.4% |
| 5Y | -35.1% | +22.6% | -57.7% | -33.2% |
| 10Y | -12.7% | +204.6% | -217.4% | +1.8% |
| All | +126.1% | +2,006.6% | -1,880.5% | +219.3% |
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