+13.4%
MCD vs TRV
+145.3%
-132.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | -0.9% | +6.9% | +6.3% |
| 30D | +19.6% | +7.2% | +12.5% | +17.5% |
| 3M | +3.3% | +3.2% | +0.1% | +2.4% |
| 6M | +3.5% | +33.6% | -30.1% | -4.3% |
| YTD | -6.1% | +37.8% | -43.9% | -13.9% |
| 1Y | -3.7% | +43.4% | -47.1% | -12.5% |
| 3Y | +13.4% | +146.7% | -133.3% | -13.5% |
| All | +13.4% | +145.3% | -132.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling