+5,982.8%
MCD vs TRV
+6,550.0%
-567.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | -6.1% | -4.9% | -1.3% | -4.7% |
| 3M | -7.3% | +23.7% | -31.0% | -13.3% |
| 6M | -20.9% | +20.3% | -41.2% | -25.5% |
| YTD | -14.7% | +27.1% | -41.7% | -20.9% |
| 1Y | -16.1% | +35.3% | -51.5% | -23.8% |
| 3Y | -1.5% | +139.8% | -141.3% | -25.7% |
| 5Y | +20.4% | +153.9% | -133.4% | -11.6% |
| 10Y | +180.0% | +285.9% | -105.8% | +77.9% |
| All | +5,982.8% | +6,550.0% | -567.3% | +1,284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling