+302.0%
TRV vs MKC
+29.9%
+272.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.9% |
| 7D | +1.9% | -1.5% | +3.4% | +2.4% |
| 30D | +1.7% | -3.1% | +4.8% | +2.6% |
| 3M | +23.9% | +5.2% | +18.7% | +21.5% |
| 6M | +26.3% | -12.8% | +39.1% | +31.0% |
| YTD | +30.8% | -23.3% | +54.1% | +40.7% |
| 1Y | +36.3% | -24.1% | +60.4% | +46.8% |
| 3Y | +145.0% | -32.1% | +177.1% | +171.5% |
| 5Y | +163.9% | -32.8% | +196.7% | +186.8% |
| All | +302.0% | +29.9% | +272.2% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling