+281.7%
MCD vs TRU
+243.5%
+38.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +7.1% | +5.7% | +1.4% | +6.0% |
| 30D | +19.8% | +29.2% | -9.5% | +13.8% |
| 3M | +0.8% | +2.7% | -1.8% | 0.0% |
| 6M | -1.3% | +15.2% | -16.5% | -4.6% |
| YTD | -7.8% | -4.9% | -2.9% | -8.1% |
| 1Y | -5.0% | +3.4% | -8.4% | -7.0% |
| 3Y | +10.5% | +63.2% | -52.6% | -6.5% |
| 5Y | +22.0% | -26.6% | +48.6% | +23.5% |
| 10Y | +216.7% | +172.8% | +43.9% | +144.7% |
| All | +281.7% | +243.5% | +38.3% | +193.8% |
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