-11.4%
TLT vs MPWR
+1,951.4%
-1,962.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -8.9% | +0.3% |
| 7D | -1.0% | +17.3% | -18.3% | -0.6% |
| 30D | +4.1% | +12.1% | -8.0% | +4.5% |
| 3M | -0.4% | +5.6% | -6.0% | -0.1% |
| 6M | -3.2% | -10.7% | +7.6% | -3.2% |
| YTD | -3.5% | +64.0% | -67.5% | -1.8% |
| 1Y | -5.8% | +55.9% | -61.7% | -4.3% |
| 3Y | +4.6% | +199.5% | -194.9% | +9.6% |
| 5Y | -34.4% | +176.6% | -211.0% | -30.9% |
| 10Y | -11.4% | +1,921.6% | -1,933.0% | +15.3% |
| All | -11.4% | +1,951.4% | -1,962.8% | +15.3% |
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