+58.5%
MKC vs TRU
+228.6%
-170.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.1% |
| 7D | -4.3% | -7.2% | +2.8% | -3.2% |
| 30D | -2.0% | -2.8% | +0.8% | -1.6% |
| 3M | +10.0% | +13.0% | -3.0% | +7.6% |
| 6M | -18.5% | +0.7% | -19.2% | -19.0% |
| YTD | -22.4% | -9.0% | -13.4% | -22.0% |
| 1Y | -23.6% | -16.3% | -7.3% | -22.3% |
| 3Y | -30.4% | -1.1% | -29.4% | -33.2% |
| 5Y | -34.2% | -36.0% | +1.8% | -32.1% |
| 10Y | +26.8% | +139.9% | -113.1% | -0.8% |
| All | +58.5% | +228.6% | -170.0% | +20.3% |
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