-17.6%
MDT vs TRV
+157.5%
-175.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | +1.0% | -1.8% | +2.8% | +1.6% |
| 3M | +15.2% | +21.6% | -6.4% | +7.5% |
| 6M | +3.7% | +22.5% | -18.8% | -3.5% |
| YTD | -3.0% | +28.1% | -31.1% | -11.2% |
| 1Y | +2.5% | +37.0% | -34.6% | -8.4% |
| 3Y | +26.5% | +141.9% | -115.4% | -8.5% |
| All | -17.6% | +157.5% | -175.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling