-38.7%
TLT vs MP
+240.8%
-279.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.3% | +0.2% |
| 7D | +0.5% | -19.0% | +19.5% | +0.6% |
| 30D | +6.0% | -30.5% | +36.5% | +6.1% |
| 3M | -0.9% | -29.6% | +28.7% | -0.9% |
| 6M | -2.6% | -50.4% | +47.8% | -2.6% |
| YTD | -3.1% | -33.2% | +30.1% | -3.1% |
| 1Y | -4.4% | -38.6% | +34.2% | -4.3% |
| 3Y | +5.5% | +105.5% | -100.0% | +5.7% |
| 5Y | -34.7% | -7.8% | -26.9% | -34.8% |
| All | -38.7% | +240.8% | -279.5% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling