-15.1%
TLT vs MDB
+1,017.4%
-1,032.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.2% |
| 7D | -0.4% | -17.4% | +17.0% | -0.3% |
| 30D | -0.6% | -2.0% | +1.5% | -0.6% |
| 3M | -2.7% | -3.0% | +0.3% | -2.7% |
| 6M | -5.6% | +48.7% | -54.3% | -6.1% |
| YTD | -2.8% | -12.1% | +9.4% | -2.8% |
| 1Y | -1.4% | +14.5% | -15.9% | -1.8% |
| 3Y | -1.6% | -6.1% | +4.6% | -2.1% |
| 5Y | -33.8% | -27.3% | -6.5% | -34.9% |
| All | -15.1% | +1,017.4% | -1,032.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling