-10.9%
MP vs TRU
-26.5%
+15.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -30.4% | +0.2% | -30.6% | -31.5% |
| 6M | -39.2% | +22.4% | -61.6% | -46.3% |
| YTD | -23.3% | -4.8% | -18.4% | -25.5% |
| 1Y | -32.6% | -0.2% | -32.5% | -36.3% |
| 3Y | +159.3% | +57.9% | +101.3% | +76.4% |
| All | -10.9% | -26.5% | +15.6% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling