-0.2%
TLT vs MP
+154.2%
-154.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.2% |
| 7D | -0.4% | -2.9% | +2.4% | -0.4% |
| 30D | -0.6% | +13.8% | -14.4% | -0.8% |
| 3M | -2.7% | -16.7% | +14.0% | -2.6% |
| 6M | -5.6% | -11.5% | +5.9% | -5.6% |
| YTD | -2.8% | +7.9% | -10.7% | -3.1% |
| 1Y | -1.4% | -15.0% | +13.6% | -1.6% |
| All | -0.2% | +154.2% | -154.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling