+117.2%
MPC vs TRU
+2.1%
+115.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.7% | -7.7% |
| 7D | -10.9% | +10.5% | -21.4% | -10.2% |
| 30D | -9.4% | +28.7% | -38.1% | -7.6% |
| 3M | +26.0% | +0.7% | +25.3% | +25.8% |
| 6M | +56.5% | +19.3% | +37.2% | +58.8% |
| YTD | +144.3% | -3.7% | +148.0% | +148.5% |
| 1Y | +117.2% | +3.4% | +113.8% | +117.3% |
| All | +117.2% | +2.1% | +115.1% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling