-21.7%
TLT vs MPWR
+1,606.4%
-1,628.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | -2.6% | +2.2% | -0.5% |
| 30D | -0.6% | -9.0% | +8.5% | -0.8% |
| 3M | -2.7% | -25.8% | +23.1% | -3.3% |
| 6M | -5.6% | +11.8% | -17.4% | -5.1% |
| YTD | -2.8% | +35.5% | -38.3% | -1.7% |
| 1Y | -1.4% | +45.3% | -46.8% | 0.0% |
| 3Y | -1.6% | +138.5% | -140.0% | +2.3% |
| 5Y | -33.8% | +152.8% | -186.6% | -30.1% |
| All | -21.7% | +1,606.4% | -1,628.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling