+6,592.2%
MCD vs TRV
+7,111.8%
-519.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 3M | +3.3% | +3.2% | +0.1% | +2.3% |
| 6M | +3.5% | +33.6% | -30.1% | -5.4% |
| YTD | -6.1% | +37.8% | -43.9% | -15.1% |
| 1Y | -3.7% | +43.4% | -47.1% | -13.9% |
| 3Y | +13.4% | +146.7% | -133.3% | -15.1% |
| 5Y | +25.2% | +176.1% | -151.0% | -10.4% |
| 10Y | +211.3% | +357.4% | -146.2% | +88.6% |
| All | +6,592.2% | +7,111.8% | -519.6% | +1,386.9% |
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