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  • MPC vs TRI✓SelectedUSD · TRIMPC vs TRI performance historyLatest closeAs of+2.28%09/08
Stock and ETF performance explorer

MPC vs TRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,134.0%
TRI return
+190.0%
Excess return
+944.0%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTRIExcessAlpha
1D+2.3%-6.5%+8.8%+4.7%
7D+3.9%-7.1%+10.9%+6.4%
30D+33.8%-2.3%+36.1%+34.1%
3M+49.9%+19.6%+30.3%+36.5%
6M+80.9%-8.7%+89.6%+82.7%
YTD+147.4%-22.3%+169.7%+167.1%
1Y+123.2%-40.7%+163.9%+177.4%
3Y+171.7%-17.8%+189.5%+165.0%
5Y+678.6%-8.5%+687.1%+587.4%
10Y+1,134.0%+192.6%+941.4%+453.0%
All+1,134.0%+190.0%+944.0%+453.0%

Cumulative growth

Daily Returns

Daily percentage return beside TRI.

Daily Out/Under-Performance

Portfolio return minus TRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TRI 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 TRI 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