-20.7%
TLT vs MDY
+177.2%
-197.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | -1.6% | -1.9% | +0.2% | -1.8% |
| 30D | -1.1% | -4.6% | +3.5% | -1.6% |
| 3M | -4.9% | -1.2% | -3.6% | -5.0% |
| 6M | -5.0% | +9.2% | -14.2% | -4.2% |
| YTD | -4.4% | +13.1% | -17.4% | -3.1% |
| 1Y | -6.4% | +13.0% | -19.4% | -5.1% |
| 3Y | -2.0% | +49.2% | -51.2% | +3.0% |
| 5Y | -35.0% | +47.2% | -82.2% | -31.6% |
| All | -20.7% | +177.2% | -197.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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