+125.1%
TLT vs MKC
+577.9%
-452.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -3.3% |
| 30D | +1.0% | +4.8% | -3.8% | +1.4% |
| 3M | -2.7% | -12.8% | +10.1% | -3.6% |
| 6M | -4.1% | +5.0% | -9.2% | -3.7% |
| YTD | -5.4% | -29.1% | +23.7% | -7.4% |
| 1Y | -7.0% | -26.4% | +19.4% | -8.8% |
| 3Y | +2.8% | -21.6% | +24.5% | +2.0% |
| 5Y | -35.4% | -35.2% | -0.1% | -36.7% |
| 10Y | -13.1% | +25.6% | -38.8% | -3.9% |
| All | +125.1% | +577.9% | -452.8% | +225.3% |
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 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