+154.4%
TRV vs MKC
-33.3%
+187.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | -2.8% | +1.3% | -0.9% |
| 30D | -1.8% | -3.4% | +1.6% | -1.2% |
| 3M | +21.6% | +3.8% | +17.8% | +20.3% |
| 6M | +22.5% | -17.9% | +40.4% | +27.3% |
| YTD | +28.1% | -23.6% | +51.8% | +34.9% |
| 1Y | +37.0% | -23.1% | +60.1% | +43.8% |
| 3Y | +141.9% | -31.5% | +173.4% | +160.2% |
| All | +154.4% | -33.3% | +187.7% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling