+181.3%
MCD vs TRV
+288.8%
-107.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.9% | +0.2% | -3.0% | -3.0% |
| 30D | -6.7% | -2.3% | -4.4% | -5.9% |
| 3M | -9.6% | +22.7% | -32.2% | -17.1% |
| 6M | -22.3% | +21.9% | -44.3% | -28.7% |
| YTD | -15.4% | +27.5% | -42.9% | -23.8% |
| 1Y | -16.8% | +36.2% | -53.0% | -27.2% |
| 3Y | -2.4% | +140.6% | -143.0% | -34.7% |
| 5Y | +19.4% | +154.5% | -135.2% | -23.9% |
| 10Y | +181.3% | +295.4% | -114.1% | +45.2% |
| All | +181.3% | +288.8% | -107.5% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling