-34.5%
TLT vs MDB
-41.3%
+6.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.1% | +6.8% | -9.9% | -3.2% |
| 30D | +1.0% | -6.2% | +7.2% | +1.1% |
| 3M | -2.7% | -29.2% | +26.5% | -2.2% |
| 6M | -4.1% | +10.3% | -14.4% | -4.6% |
| YTD | -5.4% | -20.4% | +15.0% | -5.3% |
| 1Y | -7.0% | -4.8% | -2.2% | -7.4% |
| 3Y | +2.8% | -11.6% | +14.4% | +1.9% |
| All | -34.5% | -41.3% | +6.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling