+22.5%
TRV vs MDLN
-25.6%
+48.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.8% |
| 7D | -1.5% | -11.5% | +10.0% | -0.9% |
| 30D | -1.8% | -7.6% | +5.8% | -1.4% |
| 3M | +21.6% | -11.4% | +32.9% | +22.1% |
| 6M | +22.5% | -24.5% | +46.9% | +24.1% |
| All | +22.5% | -25.6% | +48.0% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling