+49.9%
TRV vs MCO
+9.9%
+40.0%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +3.0% |
| 7D | +3.9% | +10.7% | -6.8% | +2.8% |
| 30D | +13.5% | +17.9% | -4.4% | +11.8% |
| 3M | +8.9% | +9.5% | -0.6% | +7.9% |
| 6M | +36.8% | +18.1% | +18.7% | +34.5% |
| YTD | +42.7% | +4.1% | +38.6% | +40.9% |
| 1Y | +49.9% | +9.3% | +40.5% | +46.1% |
| All | +49.9% | +9.9% | +40.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling