-35.1%
TLT vs MCO
+26.7%
-61.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -1.6% | -7.3% | +5.8% | -0.6% |
| 30D | -1.3% | -1.7% | +0.4% | -1.1% |
| 3M | -3.7% | +3.9% | -7.6% | -4.3% |
| 6M | -6.4% | +3.8% | -10.2% | -7.0% |
| YTD | -4.5% | -7.9% | +3.4% | -3.7% |
| 1Y | -5.9% | -6.8% | +1.0% | -5.4% |
| 3Y | -2.8% | +40.9% | -43.7% | -8.8% |
| 5Y | -35.1% | +27.5% | -62.6% | -41.2% |
| All | -35.1% | +26.7% | -61.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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