+318.0%
MCK vs TRU
+228.8%
+89.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | +0.4% | -2.0% | +2.5% | +0.7% |
| 3M | +12.1% | +18.4% | -6.3% | +8.7% |
| 6M | -5.4% | +8.9% | -14.3% | -7.3% |
| YTD | +7.8% | -8.9% | +16.7% | +8.4% |
| 1Y | +22.9% | -15.9% | +38.8% | +25.0% |
| 3Y | +110.7% | -1.1% | +111.8% | +100.1% |
| 5Y | +346.2% | -35.2% | +381.4% | +374.0% |
| 10Y | +440.1% | +145.3% | +294.9% | +284.6% |
| All | +318.0% | +228.8% | +89.2% | +180.2% |
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