+234.3%
TRV vs MDB
+1,017.4%
-783.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -0.1% | -17.4% | +17.3% | +0.5% |
| 30D | -3.4% | -2.0% | -1.4% | -3.5% |
| 3M | +26.4% | -3.0% | +29.4% | +26.2% |
| 6M | +19.3% | +48.7% | -29.4% | +16.8% |
| YTD | +28.3% | -12.1% | +40.5% | +28.1% |
| 1Y | +34.3% | +14.5% | +19.8% | +32.2% |
| 3Y | +140.1% | -6.1% | +146.3% | +134.1% |
| 5Y | +155.7% | -27.3% | +183.1% | +147.0% |
| All | +234.3% | +1,017.4% | -783.1% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling