-34.7%
TLT vs MPWR
+117.3%
-152.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.3% | +10.5% | +0.3% |
| 7D | +0.5% | -5.6% | +6.2% | +0.6% |
| 30D | +6.0% | -23.2% | +29.2% | +6.3% |
| 3M | -0.9% | -15.8% | +14.9% | -0.8% |
| 6M | -2.6% | -28.5% | +25.9% | -2.4% |
| YTD | -3.1% | +25.5% | -28.6% | -3.5% |
| 1Y | -4.4% | +13.9% | -18.2% | -4.7% |
| 3Y | +5.5% | +134.6% | -129.1% | +3.3% |
| 5Y | -34.7% | +114.8% | -149.5% | -36.0% |
| All | -34.7% | +117.3% | -152.0% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling