+678.6%
MPC vs TRI
-7.1%
+685.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +3.2% |
| 7D | +3.9% | -7.1% | +10.9% | +4.9% |
| 30D | +33.8% | -2.3% | +36.1% | +33.9% |
| 3M | +49.9% | +19.6% | +30.3% | +44.7% |
| 6M | +80.9% | -8.7% | +89.6% | +81.5% |
| YTD | +147.4% | -22.3% | +169.7% | +155.9% |
| 1Y | +123.2% | -40.7% | +163.9% | +145.8% |
| 3Y | +171.7% | -17.8% | +189.5% | +170.5% |
| 5Y | +678.6% | -8.5% | +687.1% | +638.7% |
| All | +678.6% | -7.1% | +685.7% | +638.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling