+193.4%
MCD vs TRU
+183.1%
+10.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | +14.1% | +21.3% | -7.2% | +9.7% |
| 3M | +0.6% | +0.2% | +0.4% | +0.2% |
| 6M | 0.0% | +22.4% | -22.4% | -4.5% |
| YTD | -9.3% | -4.8% | -4.4% | -9.7% |
| 1Y | -9.3% | -0.2% | -9.1% | -10.7% |
| 3Y | +8.6% | +57.9% | -49.3% | -8.2% |
| 5Y | +21.9% | -26.1% | +48.0% | +24.3% |
| All | +193.4% | +183.1% | +10.3% | +137.0% |
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