-16.9%
TLT vs MPWR
+1,560.2%
-1,577.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +6.2% | -16.5% | +22.7% | +5.8% |
| 3M | -0.3% | -12.3% | +11.9% | -0.6% |
| 6M | -3.4% | -27.7% | +24.4% | -3.9% |
| YTD | -3.1% | +32.0% | -35.1% | -2.0% |
| 1Y | -5.2% | +25.1% | -30.3% | -4.2% |
| 3Y | +6.5% | +146.5% | -140.0% | +11.1% |
| 5Y | -34.7% | +126.0% | -160.8% | -31.6% |
| All | -16.9% | +1,560.2% | -1,577.1% | +8.1% |
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