+181.6%
TRV vs MDB
-38.6%
+220.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.1% | +11.6% | -11.5% | 0.0% |
| 30D | +8.0% | -8.9% | +16.9% | +8.0% |
| 3M | +9.3% | -22.4% | +31.7% | +9.4% |
| 6M | +36.2% | +10.1% | +26.1% | +35.8% |
| YTD | +40.6% | -19.0% | +59.6% | +40.6% |
| 1Y | +43.1% | -7.0% | +50.1% | +42.7% |
| 3Y | +149.6% | -9.8% | +159.5% | +146.4% |
| 5Y | +181.6% | -40.1% | +221.7% | +177.8% |
| All | +181.6% | -38.6% | +220.2% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling