-39.0%
TLT vs MP
+271.0%
-310.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.0% | +2.3% | -3.3% | -1.0% |
| 30D | +4.1% | -15.3% | +19.4% | +4.1% |
| 3M | -0.4% | -33.5% | +33.2% | -0.3% |
| 6M | -3.2% | -45.5% | +42.4% | -3.1% |
| YTD | -3.5% | -27.3% | +23.8% | -3.5% |
| 1Y | -5.8% | -40.7% | +34.9% | -5.8% |
| 3Y | +4.6% | +145.9% | -141.3% | +4.9% |
| 5Y | -34.4% | -13.9% | -20.5% | -34.7% |
| All | -39.0% | +271.0% | -310.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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