+1,098.3%
MPC vs TRU
+173.7%
+924.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -8.8% | +4.4% | -13.2% | -10.4% |
| 30D | -14.4% | +25.2% | -39.6% | -21.6% |
| 3M | +21.9% | +3.8% | +18.2% | +18.8% |
| 6M | +60.1% | +14.3% | +45.9% | +48.6% |
| YTD | +142.3% | -3.9% | +146.2% | +135.8% |
| 1Y | +101.7% | +2.6% | +99.1% | +90.4% |
| 3Y | +184.8% | +58.3% | +126.5% | +107.8% |
| 5Y | +564.6% | -25.2% | +589.8% | +576.2% |
| 10Y | +1,098.3% | +185.5% | +912.8% | +598.3% |
| All | +1,098.3% | +173.7% | +924.6% | +598.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling