-5.9%
TLT vs MKC
-23.8%
+17.9%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -1.6% | -2.8% | +1.2% | -1.5% |
| 30D | -1.3% | -3.4% | +2.0% | -1.2% |
| 3M | -3.7% | +3.8% | -7.5% | -3.9% |
| 6M | -6.4% | -17.9% | +11.6% | -5.7% |
| YTD | -4.5% | -23.6% | +19.1% | -3.4% |
| 1Y | -5.9% | -23.1% | +17.2% | -4.9% |
| All | -5.9% | -23.8% | +17.9% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling