+6.5%
TLT vs MPC
+160.2%
-153.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -16.2% | +16.3% | -0.4% |
| 30D | +6.2% | -15.7% | +21.9% | +5.7% |
| 3M | -0.3% | +24.9% | -25.2% | +0.4% |
| 6M | -3.4% | +52.7% | -56.0% | -2.0% |
| YTD | -3.1% | +131.9% | -135.0% | -1.2% |
| 1Y | -5.2% | +96.6% | -101.9% | -3.6% |
| 3Y | +6.5% | +163.8% | -157.3% | +6.4% |
| All | +6.5% | +160.2% | -153.7% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling