-38.5%
TLT vs MP
+281.3%
-319.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | 0.0% |
| 7D | +0.3% | -1.6% | +1.8% | +0.3% |
| 30D | +5.1% | -18.2% | +23.3% | +5.1% |
| 3M | -0.2% | -26.1% | +26.0% | -0.1% |
| 6M | -2.9% | -44.0% | +41.1% | -2.9% |
| YTD | -2.7% | -25.3% | +22.6% | -2.6% |
| 1Y | -4.6% | -35.6% | +31.0% | -4.6% |
| 3Y | +6.1% | +147.1% | -141.0% | +6.4% |
| 5Y | -35.1% | -11.3% | -23.9% | -35.4% |
| All | -38.5% | +281.3% | -319.8% | -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