+181.3%
MCD vs TRU
+146.7%
+34.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.9% | -6.5% | +3.6% | -1.6% |
| 30D | -6.7% | -2.5% | -4.2% | -6.4% |
| 3M | -9.6% | +10.4% | -19.9% | -11.6% |
| 6M | -22.3% | +1.6% | -24.0% | -23.1% |
| YTD | -15.4% | -9.7% | -5.7% | -14.7% |
| 1Y | -16.8% | -17.3% | +0.4% | -14.9% |
| 3Y | -2.4% | -1.8% | -0.6% | -7.6% |
| 5Y | +19.4% | -36.2% | +55.6% | +27.0% |
| 10Y | +181.3% | +143.2% | +38.1% | +126.8% |
| All | +181.3% | +146.7% | +34.6% | +126.8% |
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 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