-12.2%
TLT vs MKC
+24.3%
-36.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.7% | -7.3% | +4.6% | -2.6% |
| 30D | +2.2% | +4.0% | -1.8% | +2.1% |
| 3M | -1.7% | -11.5% | +9.7% | -1.6% |
| 6M | -4.0% | +1.1% | -5.0% | -4.0% |
| YTD | -4.9% | -29.9% | +24.9% | -4.8% |
| 1Y | -7.4% | -27.0% | +19.6% | -7.3% |
| 3Y | +3.0% | -22.3% | +25.4% | +3.7% |
| 5Y | -35.1% | -36.0% | +0.9% | -34.7% |
| All | -12.2% | +24.3% | -36.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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