+6.5%
TLT vs MP
+104.2%
-97.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.3% | +0.3% |
| 7D | +0.5% | -19.0% | +19.5% | +0.8% |
| 30D | +6.0% | -30.5% | +36.5% | +6.5% |
| 3M | -0.9% | -29.6% | +28.7% | -0.5% |
| 6M | -2.6% | -50.4% | +47.8% | -2.0% |
| YTD | -3.1% | -33.2% | +30.1% | -2.8% |
| 1Y | -4.4% | -38.6% | +34.2% | -4.1% |
| All | +6.5% | +104.2% | -97.7% | +3.3% |
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