+7,830.4%
MDT vs TRV
+6,550.0%
+1,280.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +6.0% | -4.9% | +10.9% | +7.6% |
| 3M | +15.5% | +23.7% | -8.2% | +7.8% |
| 6M | +3.4% | +20.3% | -16.9% | -2.7% |
| YTD | -2.2% | +27.1% | -29.2% | -9.6% |
| 1Y | +2.6% | +35.3% | -32.8% | -7.1% |
| 3Y | +27.5% | +139.8% | -112.3% | -4.6% |
| 5Y | -20.1% | +153.9% | -173.9% | -41.7% |
| 10Y | +39.1% | +285.9% | -246.8% | -12.1% |
| All | +7,830.4% | +6,550.0% | +1,280.4% | +1,992.1% |
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