-0.2%
TLT vs MPWR
+138.8%
-139.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | -0.6% | -9.0% | +8.5% | -0.5% |
| 3M | -2.7% | -25.8% | +23.1% | -2.4% |
| 6M | -5.6% | +11.8% | -17.4% | -5.8% |
| YTD | -2.8% | +35.5% | -38.3% | -3.3% |
| 1Y | -1.4% | +45.3% | -46.8% | -2.2% |
| All | -0.2% | +138.8% | -139.0% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling