+154.5%
TRV vs MDB
-24.3%
+178.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | +0.2% | -4.5% | +4.7% | +0.2% |
| 30D | -2.3% | -14.0% | +11.7% | -2.3% |
| 3M | +22.7% | +5.3% | +17.4% | +22.6% |
| 6M | +21.9% | +31.9% | -9.9% | +21.4% |
| YTD | +27.5% | -14.6% | +42.1% | +27.5% |
| 1Y | +36.2% | +8.2% | +28.0% | +35.7% |
| 3Y | +140.6% | -5.0% | +145.6% | +137.5% |
| 5Y | +154.5% | -24.5% | +179.1% | +147.5% |
| All | +154.5% | -24.3% | +178.8% | +147.5% |
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