-15.0%
MP vs TRU
-7.3%
-7.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +0.6% |
| 7D | -2.9% | -6.8% | +3.9% | -3.7% |
| 30D | +13.8% | 0.0% | +13.8% | +13.8% |
| 3M | -16.7% | +13.3% | -30.0% | -15.6% |
| 6M | -11.5% | +3.4% | -14.9% | -11.6% |
| YTD | +7.9% | -6.4% | +14.3% | +6.5% |
| 1Y | -15.0% | -9.7% | -5.3% | -18.1% |
| All | -15.0% | -7.3% | -7.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling