-9.8%
TRI vs MKC
-33.0%
+23.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.9% | -1.5% | -6.4% | -7.6% |
| 30D | -4.5% | -3.1% | -1.4% | -3.9% |
| 3M | +22.1% | +5.2% | +16.9% | +21.2% |
| 6M | -2.8% | -12.8% | +10.0% | -0.8% |
| YTD | -23.4% | -23.3% | -0.1% | -20.4% |
| 1Y | -41.5% | -24.1% | -17.4% | -39.2% |
| 3Y | -19.2% | -32.1% | +12.9% | -14.1% |
| All | -9.8% | -33.0% | +23.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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