-12.6%
TLT vs MPC
+1,171.2%
-1,183.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +11.2% | -14.3% | -2.4% |
| 30D | +1.0% | -14.5% | +15.5% | +0.1% |
| 3M | -2.7% | +16.7% | -19.4% | -1.6% |
| 6M | -4.1% | +67.6% | -71.7% | -0.5% |
| YTD | -5.4% | +157.9% | -163.3% | +1.2% |
| 1Y | -7.0% | +116.7% | -123.7% | -1.7% |
| 3Y | +2.8% | +199.8% | -196.9% | +11.9% |
| 5Y | -35.4% | +604.4% | -639.8% | -24.0% |
| All | -12.6% | +1,171.2% | -1,183.8% | +6.5% |
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