-32.5%
MKC vs TRU
-35.6%
+3.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | -1.5% | -2.7% | +1.3% | -1.2% |
| 30D | -3.1% | -2.0% | -1.1% | -2.9% |
| 3M | +5.2% | +18.4% | -13.3% | +3.2% |
| 6M | -12.8% | +8.9% | -21.7% | -13.9% |
| YTD | -23.3% | -8.9% | -14.4% | -23.0% |
| 1Y | -24.1% | -15.9% | -8.2% | -23.2% |
| 3Y | -32.1% | -1.1% | -31.0% | -33.2% |
| All | -32.5% | -35.6% | +3.1% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling