+1,134.0%
MPC vs TRU
+138.6%
+995.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +3.3% |
| 7D | +3.9% | -7.2% | +11.1% | +6.5% |
| 30D | +33.8% | -2.8% | +36.6% | +34.7% |
| 3M | +49.9% | +13.0% | +36.8% | +41.3% |
| 6M | +80.9% | +0.7% | +80.3% | +76.0% |
| YTD | +147.4% | -9.0% | +156.4% | +147.8% |
| 1Y | +123.2% | -16.3% | +139.5% | +129.5% |
| 3Y | +171.7% | -1.1% | +172.8% | +143.7% |
| 5Y | +678.6% | -36.0% | +714.6% | +771.9% |
| 10Y | +1,134.0% | +139.9% | +994.1% | +666.4% |
| All | +1,134.0% | +138.6% | +995.4% | +666.4% |
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