+199.8%
MPC vs TRU
+58.0%
+141.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | 0.0% | +11.2% | +11.2% |
| 30D | -14.5% | +21.3% | -35.8% | -17.3% |
| 3M | +16.7% | +0.2% | +16.4% | +16.1% |
| 6M | +67.6% | +22.4% | +45.2% | +59.6% |
| YTD | +157.9% | -4.8% | +162.8% | +158.0% |
| 1Y | +116.7% | -0.2% | +116.8% | +113.4% |
| 3Y | +199.8% | +57.9% | +141.8% | +161.5% |
| All | +199.8% | +58.0% | +141.8% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling