+26.9%
TRV vs MDLN
-2.7%
+29.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.4% |
| 7D | +0.2% | -6.2% | +6.4% | +0.4% |
| 30D | -2.3% | +0.7% | -3.0% | -2.3% |
| 3M | +22.7% | -5.4% | +28.1% | +22.9% |
| 6M | +21.9% | -21.6% | +43.5% | +23.0% |
| YTD | +27.5% | -18.9% | +46.4% | +28.2% |
| All | +26.9% | -2.7% | +29.6% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling