-15.1%
MP vs TRU
-26.8%
+11.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.7% |
| 7D | -10.5% | +5.7% | -16.2% | -12.6% |
| 30D | -23.5% | +29.2% | -52.8% | -31.6% |
| 3M | -25.4% | +2.7% | -28.1% | -27.3% |
| 6M | -51.3% | +15.2% | -66.5% | -55.8% |
| YTD | -29.9% | -4.9% | -25.0% | -32.0% |
| 1Y | -31.8% | +3.4% | -35.3% | -36.7% |
| 3Y | +127.0% | +63.2% | +63.8% | +51.2% |
| All | -15.1% | -26.8% | +11.7% | +3.9% |
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