+163.8%
MPC vs TRU
+65.0%
+98.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -16.2% | +5.7% | -21.9% | -17.0% |
| 30D | -15.7% | +29.2% | -44.9% | -19.3% |
| 3M | +24.9% | +2.7% | +22.2% | +23.8% |
| 6M | +52.7% | +15.2% | +37.5% | +47.2% |
| YTD | +131.9% | -4.9% | +136.7% | +132.0% |
| 1Y | +96.6% | +3.4% | +93.2% | +91.7% |
| 3Y | +163.8% | +63.2% | +100.6% | +134.3% |
| All | +163.8% | +65.0% | +98.8% | +134.3% |
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