-7.0%
TLT vs MPC
+113.7%
-120.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.4% |
| 7D | -3.1% | +11.2% | -14.3% | -2.5% |
| 30D | +1.0% | -14.5% | +15.5% | +0.2% |
| 3M | -2.7% | +16.7% | -19.4% | -1.5% |
| 6M | -4.1% | +67.6% | -71.7% | -0.1% |
| YTD | -5.4% | +157.9% | -163.3% | +0.3% |
| 1Y | -7.0% | +116.7% | -123.7% | -3.2% |
| All | -7.0% | +113.7% | -120.8% | -3.2% |
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 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