+10.5%
MCD vs TRU
+65.0%
-54.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.3% |
| 7D | +7.1% | +5.7% | +1.4% | +6.5% |
| 30D | +19.8% | +29.2% | -9.5% | +16.7% |
| 3M | +0.8% | +2.7% | -1.8% | +0.3% |
| 6M | -1.3% | +15.2% | -16.5% | -2.9% |
| YTD | -7.8% | -4.9% | -2.9% | -8.2% |
| 1Y | -5.0% | +3.4% | -8.4% | -6.0% |
| 3Y | +10.5% | +63.2% | -52.6% | +4.7% |
| All | +10.5% | +65.0% | -54.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling