+126.1%
TLT vs MDY
+1,022.1%
-896.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.7% |
| 7D | -2.7% | +3.0% | -5.7% | -2.1% |
| 30D | +2.2% | +0.8% | +1.3% | +2.3% |
| 3M | -1.7% | -5.1% | +3.4% | -2.7% |
| 6M | -4.0% | +1.2% | -5.1% | -3.7% |
| YTD | -4.9% | +12.5% | -17.4% | -2.7% |
| 1Y | -7.4% | +13.8% | -21.1% | -4.9% |
| 3Y | +3.0% | +56.4% | -53.4% | +13.6% |
| 5Y | -35.1% | +35.3% | -70.4% | -30.5% |
| 10Y | -12.7% | +167.7% | -180.5% | +15.3% |
| All | +126.1% | +1,022.1% | -896.1% | +356.6% |
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