+3,101.0%
MPC vs TRI
+338.5%
+2,762.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +2.9% |
| 7D | +5.4% | -0.5% | +6.0% | +5.4% |
| 30D | +31.0% | +7.9% | +23.1% | +25.6% |
| 3M | +46.0% | +24.1% | +22.0% | +27.9% |
| 6M | +77.3% | +3.8% | +73.5% | +67.3% |
| YTD | +141.9% | -16.9% | +158.8% | +154.2% |
| 1Y | +120.9% | -38.4% | +159.3% | +177.9% |
| 3Y | +182.7% | -12.2% | +194.9% | +167.4% |
| 5Y | +646.4% | -1.8% | +648.2% | +529.8% |
| 10Y | +1,138.7% | +207.6% | +931.1% | +334.5% |
| All | +3,101.0% | +338.5% | +2,762.5% | +706.3% |
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