+3,215.7%
MPC vs TRI
+351.6%
+2,864.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.6% | -7.2% | +9.8% | +5.9% |
| 30D | -12.2% | +4.4% | -16.6% | -15.0% |
| 3M | +20.1% | +4.5% | +15.6% | +14.6% |
| 6M | +60.6% | +23.7% | +36.9% | +36.8% |
| YTD | +150.6% | -14.4% | +165.0% | +154.6% |
| 1Y | +104.7% | -17.4% | +122.0% | +112.2% |
| 3Y | +194.5% | -11.0% | +205.5% | +173.2% |
| 5Y | +582.3% | +0.7% | +581.6% | +460.4% |
| 10Y | +1,135.3% | +224.0% | +911.2% | +311.8% |
| All | +3,215.7% | +351.6% | +2,864.1% | +707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling