-4.8%
TLT vs MPC
+102.0%
-106.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +0.1% | -16.2% | +16.3% | -0.9% |
| 30D | +6.2% | -15.7% | +21.9% | +5.2% |
| 3M | +0.1% | +24.9% | -24.8% | +2.0% |
| 6M | -3.0% | +52.7% | -55.6% | +0.4% |
| YTD | -2.7% | +131.9% | -134.6% | +2.0% |
| 1Y | -4.8% | +96.6% | -101.5% | -1.4% |
| All | -4.8% | +102.0% | -106.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling