+36.3%
TRV vs MDB
+7.4%
+28.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.0% |
| 7D | +1.9% | -1.8% | +3.7% | +1.9% |
| 30D | +1.7% | -17.3% | +19.0% | +1.1% |
| 3M | +23.9% | +2.2% | +21.7% | +24.2% |
| 6M | +26.3% | +33.9% | -7.6% | +27.7% |
| YTD | +30.8% | -13.7% | +44.5% | +30.8% |
| 1Y | +36.3% | +9.1% | +27.3% | +37.1% |
| All | +36.3% | +7.4% | +28.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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