PTF

Market value is what your gilts would fetch if sold today, and what you have made on that basis, split the way gilts are taxed: the capital gain on the price, which is free of capital gains tax, and the interest, which is taxable outside an ISA or SIPP.

Held to maturity ignores today's price. When you buy a gilt you lock in its yield: hold it to the end and that is what you earn, whatever the market does in between. This shows what that yield has earned so far - the interest, plus the drift of the price towards the £100 each gilt repays (pull to par).

Performance is market value over time: the return over each period, coupons included, and which gilts drove it.

Interest is the same figure in the first two. They differ only by how far today's price sits from your locked-in path, a gap that closes by maturity.