-32.4%
MKC vs TRU
-2.2%
-30.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.8% | -9.4% | +6.6% | -2.1% |
| 30D | -3.4% | -4.1% | +0.7% | -3.1% |
| 3M | +3.8% | +13.6% | -9.8% | +2.8% |
| 6M | -17.9% | +3.6% | -21.5% | -18.3% |
| YTD | -23.6% | -9.8% | -13.8% | -23.3% |
| 1Y | -23.1% | -13.6% | -9.4% | -22.6% |
| All | -32.4% | -2.2% | -30.1% | -29.5% |
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