-4.7%
TLT vs MDLN
-7.1%
+2.4%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.6% | -11.1% | +9.5% | -1.4% |
| 30D | -1.1% | -8.4% | +7.2% | -0.9% |
| 3M | -4.9% | -12.4% | +7.5% | -4.7% |
| 6M | -5.0% | -23.3% | +18.2% | -4.7% |
| YTD | -4.4% | -22.5% | +18.2% | -3.8% |
| All | -4.7% | -7.1% | +2.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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