+101.9%
MPC vs TRU
+3.5%
+98.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.8% |
| 7D | -9.4% | +4.9% | -14.3% | -9.0% |
| 30D | -14.3% | +26.9% | -41.2% | -12.7% |
| 3M | +31.1% | +4.0% | +27.1% | +31.3% |
| 6M | +60.3% | +15.8% | +44.5% | +61.9% |
| YTD | +142.5% | -2.6% | +145.1% | +146.8% |
| All | +101.9% | +3.5% | +98.4% | +101.6% |
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