+6,434.3%
MCD vs TRV
+7,189.6%
-755.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | +16.6% | +7.5% | +9.1% | +14.2% |
| 3M | +0.9% | +6.7% | -5.8% | -1.0% |
| 6M | +1.5% | +35.5% | -34.0% | -7.6% |
| YTD | -8.3% | +39.3% | -47.6% | -17.3% |
| 1Y | -8.1% | +41.8% | -49.9% | -17.6% |
| 3Y | +10.3% | +147.3% | -137.0% | -17.5% |
| 5Y | +23.4% | +178.3% | -154.9% | -11.8% |
| 10Y | +205.9% | +348.3% | -142.4% | +86.3% |
| All | +6,434.3% | +7,189.6% | -755.2% | +1,347.1% |
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