+960.6%
MPC vs TRU
+238.0%
+722.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +2.5% |
| 7D | +5.4% | -6.8% | +12.2% | +8.0% |
| 30D | +31.0% | 0.0% | +30.9% | +30.5% |
| 3M | +46.0% | +13.3% | +32.7% | +37.5% |
| 6M | +77.3% | +3.4% | +73.9% | +70.6% |
| YTD | +141.9% | -6.4% | +148.3% | +139.7% |
| 1Y | +120.9% | -9.7% | +130.6% | +120.1% |
| 3Y | +182.7% | +0.1% | +182.5% | +152.2% |
| 5Y | +646.4% | -34.0% | +680.5% | +710.7% |
| 10Y | +1,138.7% | +147.9% | +990.9% | +593.4% |
| All | +960.6% | +238.0% | +722.6% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling