-12.3%
TLT vs MPC
+1,105.8%
-1,118.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | -8.8% | +8.6% | -0.8% |
| 30D | +3.7% | -14.4% | +18.1% | +2.7% |
| 3M | -0.7% | +21.9% | -22.6% | +0.8% |
| 6M | -4.2% | +60.1% | -64.3% | -0.9% |
| YTD | -4.0% | +142.3% | -146.3% | +2.3% |
| 1Y | -5.8% | +101.7% | -107.5% | -0.9% |
| 3Y | +4.1% | +184.8% | -180.7% | +12.9% |
| 5Y | -34.8% | +564.6% | -599.4% | -23.7% |
| 10Y | -12.3% | +1,098.3% | -1,110.7% | +6.2% |
| All | -12.3% | +1,105.8% | -1,118.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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