+453.7%
MP vs TRU
-8.5%
+462.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.6% |
| 7D | +3.0% | -7.2% | +10.2% | +5.8% |
| 30D | +8.3% | -2.8% | +11.2% | +9.0% |
| 3M | -3.8% | +13.0% | -16.9% | -10.9% |
| 6M | -4.9% | +0.7% | -5.6% | -7.8% |
| YTD | +9.6% | -9.0% | +18.6% | +9.4% |
| 1Y | -11.7% | -16.3% | +4.6% | -9.3% |
| 3Y | +158.5% | -1.1% | +159.6% | +131.7% |
| 5Y | +68.9% | -36.0% | +104.9% | +76.7% |
| All | +453.7% | -8.5% | +462.2% | +421.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling