+963.3%
MPC vs TRU
+251.7%
+711.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.7% |
| 7D | -9.4% | +4.9% | -14.3% | -11.1% |
| 30D | -14.3% | +26.9% | -41.2% | -22.0% |
| 3M | +31.1% | +4.0% | +27.1% | +27.5% |
| 6M | +60.3% | +15.8% | +44.5% | +47.8% |
| YTD | +142.5% | -2.6% | +145.1% | +134.5% |
| 1Y | +104.6% | +3.9% | +100.7% | +92.0% |
| 3Y | +191.7% | +59.2% | +132.5% | +112.3% |
| 5Y | +549.2% | -25.7% | +574.9% | +555.2% |
| 10Y | +1,106.2% | +179.3% | +926.9% | +535.8% |
| All | +963.3% | +251.7% | +711.6% | +428.8% |
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 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