+27.6%
TRV vs MDLN
-7.5%
+35.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | -1.5% | -11.5% | +10.0% | -1.1% |
| 30D | -1.8% | -7.6% | +5.8% | -1.5% |
| 3M | +21.6% | -11.4% | +32.9% | +22.0% |
| 6M | +22.5% | -24.5% | +46.9% | +23.7% |
| YTD | +28.1% | -22.9% | +51.0% | +29.1% |
| All | +27.6% | -7.5% | +35.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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