-15.0%
TLT vs MDB
+892.0%
-907.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | 0.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +5.1% | -15.2% | +20.3% | +5.2% |
| 3M | -0.2% | -17.9% | +17.7% | -0.1% |
| 6M | -2.9% | +9.3% | -12.2% | -3.1% |
| YTD | -2.7% | -22.0% | +19.3% | -2.7% |
| 1Y | -4.6% | -9.3% | +4.7% | -4.7% |
| 3Y | +6.1% | -10.4% | +16.5% | +5.5% |
| 5Y | -35.1% | -43.2% | +8.1% | -36.2% |
| All | -15.0% | +892.0% | -907.0% | -10.6% |
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