+302.0%
TRV vs MCO
+393.6%
-91.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | +1.9% | -3.8% | +5.7% | +3.4% |
| 30D | +1.7% | -0.4% | +2.1% | +1.8% |
| 3M | +23.9% | +7.7% | +16.2% | +19.8% |
| 6M | +26.3% | +7.0% | +19.3% | +22.0% |
| YTD | +30.8% | -6.4% | +37.2% | +32.3% |
| 1Y | +36.3% | -7.6% | +44.0% | +38.2% |
| 3Y | +145.0% | +43.2% | +101.8% | +103.6% |
| 5Y | +163.9% | +29.6% | +134.3% | +123.5% |
| All | +302.0% | +393.6% | -91.6% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling