+29.8%
TLT vs MPC
+2,849.2%
-2,819.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +0.1% | -16.2% | +16.3% | -1.3% |
| 30D | +6.2% | -15.7% | +21.9% | +4.8% |
| 3M | -0.3% | +24.9% | -25.2% | +1.7% |
| 6M | -3.4% | +52.7% | -56.0% | +0.4% |
| YTD | -3.1% | +131.9% | -135.0% | +4.4% |
| 1Y | -5.2% | +96.6% | -101.9% | +0.8% |
| 3Y | +6.5% | +163.8% | -157.3% | +17.0% |
| 5Y | -34.7% | +533.1% | -567.8% | -21.3% |
| 10Y | -17.6% | +1,118.6% | -1,136.3% | +10.5% |
| All | +29.8% | +2,849.2% | -2,819.4% | +120.1% |
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