+125.1%
TLT vs MDY
+1,020.7%
-895.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -2.7% |
| 30D | +1.0% | +2.0% | -1.0% | +1.4% |
| 3M | -2.7% | -5.6% | +2.9% | -3.8% |
| 6M | -4.1% | +1.3% | -5.4% | -3.9% |
| YTD | -5.4% | +12.3% | -17.7% | -3.1% |
| 1Y | -7.0% | +15.8% | -22.8% | -4.2% |
| 3Y | +2.8% | +56.5% | -53.7% | +13.4% |
| 5Y | -35.4% | +35.1% | -70.5% | -30.8% |
| 10Y | -13.1% | +167.4% | -180.5% | +14.7% |
| All | +125.1% | +1,020.7% | -895.6% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling