+513.1%
TRI vs MKC
+559.7%
-46.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -8.4% | -4.3% | -4.1% | -7.0% |
| 30D | -6.5% | -3.1% | -3.4% | -5.4% |
| 3M | +18.6% | +6.8% | +11.8% | +16.1% |
| 6M | -10.4% | -18.3% | +7.9% | -4.5% |
| YTD | -23.7% | -23.1% | -0.7% | -17.7% |
| 1Y | -42.5% | -23.7% | -18.8% | -37.9% |
| 3Y | -19.3% | -31.0% | +11.7% | -11.2% |
| 5Y | -9.7% | -33.5% | +23.9% | -1.3% |
| 10Y | +194.4% | +30.3% | +164.2% | +136.9% |
| All | +513.1% | +559.7% | -46.6% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling