+131.2%
TLT vs MDY
+1,049.3%
-918.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | -0.6% | -1.5% | +0.9% | -0.9% |
| 3M | -2.7% | +0.8% | -3.5% | -2.6% |
| 6M | -5.6% | +7.4% | -13.0% | -4.3% |
| YTD | -2.8% | +15.2% | -18.0% | 0.0% |
| 1Y | -1.4% | +16.5% | -18.0% | +1.7% |
| 3Y | -1.6% | +46.8% | -48.4% | +6.8% |
| 5Y | -33.8% | +46.0% | -79.9% | -27.8% |
| 10Y | -21.1% | +172.1% | -193.2% | +4.5% |
| All | +131.2% | +1,049.3% | -918.1% | +369.1% |
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 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