-20.7%
TLT vs MKC
+29.9%
-50.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.6% | -1.5% | -0.2% | -1.6% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | -4.9% | +5.2% | -10.0% | -4.9% |
| 6M | -5.0% | -12.8% | +7.8% | -5.0% |
| YTD | -4.4% | -23.3% | +18.9% | -4.3% |
| 1Y | -6.4% | -24.1% | +17.7% | -6.3% |
| 3Y | -2.0% | -32.1% | +30.1% | -2.2% |
| 5Y | -35.0% | -32.8% | -2.2% | -34.9% |
| All | -20.7% | +29.9% | -50.6% | -18.9% |
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