+129.5%
TLT vs MKC
+577.6%
-448.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | -1.0% | -7.0% | +6.0% | -1.5% |
| 30D | +4.1% | +4.1% | 0.0% | +4.4% |
| 3M | -0.4% | -10.3% | +10.0% | -1.0% |
| 6M | -3.2% | +1.7% | -4.9% | -2.9% |
| YTD | -3.5% | -29.1% | +25.6% | -5.6% |
| 1Y | -5.8% | -26.0% | +20.2% | -7.6% |
| 3Y | +4.6% | -21.5% | +26.0% | +3.8% |
| 5Y | -34.4% | -35.0% | +0.6% | -35.8% |
| 10Y | -11.4% | +25.6% | -37.0% | -2.1% |
| All | +129.5% | +577.6% | -448.2% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling