-0.9%
TLT vs MKC
-31.2%
+30.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.3% | -4.3% | +4.0% | +0.2% |
| 30D | 0.0% | -3.1% | +3.1% | +0.3% |
| 3M | -2.9% | +6.8% | -9.7% | -3.7% |
| 6M | -6.3% | -18.3% | +12.1% | -4.1% |
| YTD | -3.3% | -23.1% | +19.7% | -0.5% |
| 1Y | -4.2% | -23.7% | +19.5% | -1.3% |
| All | -0.9% | -31.2% | +30.2% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling