-15.1%
TLT vs MDB
+978.8%
-993.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | 0.0% |
| 7D | +0.4% | -18.0% | +18.4% | +0.6% |
| 30D | -0.3% | -10.7% | +10.4% | -0.2% |
| 3M | -1.7% | +1.0% | -2.7% | -1.8% |
| 6M | -4.9% | +31.6% | -36.5% | -5.3% |
| YTD | -2.8% | -15.2% | +12.4% | -2.8% |
| 1Y | -4.2% | +10.1% | -14.3% | -4.5% |
| 3Y | -1.1% | -5.6% | +4.5% | -1.6% |
| 5Y | -33.7% | -24.5% | -9.2% | -34.7% |
| All | -15.1% | +978.8% | -993.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling