+173.4%
MPC vs TRU
+0.4%
+173.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.2% |
| 7D | +5.4% | -6.8% | +12.2% | +6.5% |
| 30D | +31.0% | 0.0% | +30.9% | +30.8% |
| 3M | +46.0% | +13.3% | +32.7% | +42.5% |
| 6M | +77.3% | +3.4% | +73.9% | +75.1% |
| YTD | +141.9% | -6.4% | +148.3% | +142.9% |
| 1Y | +120.9% | -9.7% | +130.6% | +122.7% |
| All | +173.4% | +0.4% | +173.0% | +168.8% |
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