-32.6%
MP vs TRU
+0.8%
-33.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +9.5% | 0.0% | +9.4% | +9.5% |
| 30D | -3.0% | +21.3% | -24.3% | -1.6% |
| 3M | -30.4% | +0.2% | -30.6% | -30.6% |
| 6M | -39.2% | +22.4% | -61.6% | -39.1% |
| YTD | -23.3% | -4.8% | -18.4% | -24.0% |
| 1Y | -32.6% | -0.2% | -32.5% | -34.4% |
| All | -32.6% | +0.8% | -33.4% | -34.4% |
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