+4.4%
TLT vs MPC
+194.6%
-190.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +0.1% |
| 7D | -1.0% | +2.6% | -3.6% | -1.0% |
| 30D | +3.7% | -12.2% | +15.9% | +3.3% |
| 3M | -0.8% | +20.1% | -20.8% | -0.2% |
| 6M | -3.6% | +60.6% | -64.2% | -2.1% |
| YTD | -3.9% | +150.6% | -154.5% | -1.9% |
| 1Y | -6.2% | +104.7% | -110.9% | -4.5% |
| All | +4.4% | +194.6% | -190.2% | +4.0% |
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