-40.1%
TLT vs MP
+291.5%
-331.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.4% |
| 7D | -3.1% | +9.5% | -12.6% | -3.1% |
| 30D | +1.0% | -3.0% | +4.0% | +1.0% |
| 3M | -2.7% | -30.4% | +27.6% | -2.7% |
| 6M | -4.1% | -39.2% | +35.0% | -4.1% |
| YTD | -5.4% | -23.3% | +17.9% | -5.3% |
| 1Y | -7.0% | -32.6% | +25.6% | -7.0% |
| 3Y | +2.8% | +159.3% | -156.4% | +3.2% |
| 5Y | -35.4% | -16.4% | -18.9% | -35.7% |
| All | -40.1% | +291.5% | -331.7% | -39.1% |
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