+3,672.2%
TRV vs MCO
+7,284.8%
-3,612.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | -1.5% | -7.3% | +5.8% | +1.1% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | +21.6% | +3.9% | +17.7% | +19.6% |
| 6M | +22.5% | +3.8% | +18.6% | +20.2% |
| YTD | +28.1% | -7.9% | +36.1% | +30.1% |
| 1Y | +37.0% | -6.8% | +43.9% | +38.2% |
| 3Y | +141.9% | +40.9% | +101.0% | +109.2% |
| 5Y | +158.5% | +27.5% | +131.0% | +125.6% |
| 10Y | +297.5% | +381.4% | -83.9% | +117.2% |
| All | +3,672.2% | +7,284.8% | -3,612.6% | +703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling