+205.9%
MCD vs TRU
+186.2%
+19.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +16.6% | +24.3% | -7.6% | +11.5% |
| 3M | +0.9% | +2.3% | -1.3% | +0.2% |
| 6M | +1.5% | +17.7% | -16.2% | -2.4% |
| YTD | -8.3% | -3.8% | -4.5% | -8.9% |
| 1Y | -8.1% | -0.3% | -7.8% | -9.5% |
| 3Y | +10.3% | +58.4% | -48.1% | -6.8% |
| 5Y | +23.4% | -24.0% | +47.4% | +24.8% |
| 10Y | +205.9% | +187.9% | +18.0% | +145.7% |
| All | +205.9% | +186.2% | +19.7% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling