+1,134.0%
MPC vs TRI
+190.0%
+944.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 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