+2,968.0%
MPC vs TRI
+367.1%
+2,600.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | +0.9% |
| 7D | -16.2% | -4.8% | -11.4% | -15.0% |
| 30D | -15.7% | +13.4% | -29.1% | -21.4% |
| 3M | +24.9% | +13.1% | +11.8% | +15.1% |
| 6M | +52.7% | +24.4% | +28.2% | +30.0% |
| YTD | +131.9% | -11.4% | +143.3% | +132.3% |
| 1Y | +96.6% | -15.6% | +112.2% | +102.6% |
| 3Y | +163.8% | -6.5% | +170.2% | +138.5% |
| 5Y | +533.1% | +5.3% | +527.9% | +408.4% |
| 10Y | +1,118.6% | +239.9% | +878.7% | +296.2% |
| All | +2,968.0% | +367.1% | +2,600.9% | +636.9% |
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