-38.5%
TLT vs MP
+257.7%
-296.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | 0.0% |
| 7D | +0.1% | -10.5% | +10.6% | +0.1% |
| 30D | +6.2% | -23.5% | +29.7% | +6.2% |
| 3M | +0.1% | -25.4% | +25.5% | +0.1% |
| 6M | -3.0% | -51.3% | +48.3% | -2.9% |
| YTD | -2.7% | -29.9% | +27.2% | -2.7% |
| 1Y | -4.8% | -31.8% | +27.0% | -4.8% |
| 3Y | +6.9% | +127.0% | -120.1% | +7.2% |
| 5Y | -34.5% | -3.3% | -31.2% | -34.5% |
| All | -38.5% | +257.7% | -296.2% | -37.4% |
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