+173.4%
MPC vs TRI
-11.0%
+184.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.0% |
| 7D | +5.4% | -0.5% | +6.0% | +5.5% |
| 30D | +31.0% | +7.9% | +23.1% | +29.6% |
| 3M | +46.0% | +24.1% | +22.0% | +41.6% |
| 6M | +77.3% | +3.8% | +73.5% | +74.6% |
| YTD | +141.9% | -16.9% | +158.8% | +145.9% |
| 1Y | +120.9% | -38.4% | +159.3% | +138.4% |
| All | +173.4% | -11.0% | +184.4% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling