-34.4%
TLT vs MPC
+586.3%
-620.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +0.2% |
| 7D | -1.0% | +2.6% | -3.6% | -0.9% |
| 30D | +4.1% | -12.2% | +16.3% | +3.6% |
| 3M | -0.4% | +20.1% | -20.4% | +0.5% |
| 6M | -3.2% | +60.6% | -63.8% | -1.0% |
| YTD | -3.5% | +150.6% | -154.1% | +0.3% |
| 1Y | -5.8% | +104.7% | -110.5% | -2.8% |
| 3Y | +4.6% | +194.5% | -189.9% | +9.7% |
| 5Y | -34.4% | +582.3% | -616.7% | -22.6% |
| All | -34.4% | +586.3% | -620.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling