-16.6%
TLT vs MPC
+1,096.9%
-1,113.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +0.1% | -16.2% | +16.3% | -1.0% |
| 30D | +6.2% | -15.7% | +21.9% | +5.1% |
| 3M | +0.1% | +24.9% | -24.8% | +1.7% |
| 6M | -3.0% | +52.7% | -55.6% | +0.1% |
| YTD | -2.7% | +131.9% | -134.6% | +3.4% |
| 1Y | -4.8% | +96.6% | -101.5% | +0.1% |
| 3Y | +6.9% | +163.8% | -156.9% | +15.5% |
| 5Y | -34.5% | +533.1% | -567.6% | -23.3% |
| All | -16.6% | +1,096.9% | -1,113.5% | +4.9% |
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