+29.9%
TLT vs MPC
+2,885.5%
-2,855.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.1% |
| 7D | +0.5% | -12.8% | +13.3% | -0.5% |
| 30D | +6.0% | -12.7% | +18.7% | +4.9% |
| 3M | -0.9% | +27.1% | -28.0% | +1.3% |
| 6M | -2.6% | +45.8% | -48.4% | +0.8% |
| YTD | -3.1% | +134.7% | -137.8% | +4.5% |
| 1Y | -4.4% | +106.0% | -110.4% | +2.1% |
| 3Y | +5.5% | +165.5% | -160.0% | +15.9% |
| 5Y | -34.7% | +540.9% | -575.6% | -21.2% |
| 10Y | -17.6% | +1,133.6% | -1,151.2% | +10.7% |
| All | +29.9% | +2,885.5% | -2,855.6% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling