+302.0%
TRV vs MCK
+442.8%
-140.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.9% | -2.9% | +4.8% | +2.8% |
| 30D | +1.7% | +0.4% | +1.3% | +1.5% |
| 3M | +23.9% | +12.1% | +11.8% | +19.5% |
| 6M | +26.3% | -5.4% | +31.7% | +27.8% |
| YTD | +30.8% | +7.8% | +23.0% | +26.5% |
| 1Y | +36.3% | +22.9% | +13.4% | +26.3% |
| 3Y | +145.0% | +110.7% | +34.3% | +88.9% |
| 5Y | +163.9% | +346.2% | -182.3% | +58.0% |
| All | +302.0% | +442.8% | -140.8% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling