+123.2%
MPC vs TRU
-16.5%
+139.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.1% |
| 7D | +3.9% | -7.2% | +11.1% | +3.5% |
| 30D | +33.8% | -2.8% | +36.6% | +33.6% |
| 3M | +49.9% | +13.0% | +36.8% | +50.5% |
| 6M | +80.9% | +0.7% | +80.3% | +82.5% |
| YTD | +147.4% | -9.0% | +156.4% | +151.2% |
| 1Y | +123.2% | -16.3% | +139.5% | +127.2% |
| All | +123.2% | -16.5% | +139.7% | +127.2% |
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