+89.9%
TLT vs MPWR
+14,560.0%
-14,470.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.3% | +10.5% | -0.3% |
| 7D | +0.5% | -5.6% | +6.2% | +0.3% |
| 30D | +6.0% | -23.2% | +29.2% | +4.8% |
| 3M | -0.9% | -15.8% | +14.9% | -1.5% |
| 6M | -2.6% | -28.5% | +25.9% | -3.7% |
| YTD | -3.1% | +25.5% | -28.6% | -1.3% |
| 1Y | -4.4% | +13.9% | -18.2% | -3.0% |
| 3Y | +5.5% | +134.6% | -129.1% | +13.0% |
| 5Y | -34.7% | +114.8% | -149.5% | -29.3% |
| 10Y | -17.6% | +1,499.3% | -1,516.9% | +7.2% |
| All | +89.9% | +14,560.0% | -14,470.0% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling