-9.3%
MCD vs TRV
+43.0%
-52.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +2.0% | -3.7% | -2.4% |
| 30D | +14.1% | +6.7% | +7.4% | +11.8% |
| 3M | +0.6% | +9.4% | -8.7% | -2.2% |
| 6M | 0.0% | +37.7% | -37.7% | -10.3% |
| YTD | -9.3% | +40.6% | -49.9% | -18.2% |
| 1Y | -9.3% | +42.4% | -51.7% | -18.5% |
| All | -9.3% | +43.0% | -52.3% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling