+255.4%
TRV vs MP
+459.3%
-203.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | +0.5% | +3.0% | -2.6% | +0.4% |
| 30D | -4.9% | +8.3% | -13.2% | -5.1% |
| 3M | +23.7% | -3.8% | +27.6% | +23.7% |
| 6M | +20.3% | -4.9% | +25.2% | +20.0% |
| YTD | +27.1% | +9.6% | +17.5% | +25.9% |
| 1Y | +35.3% | -11.7% | +47.1% | +34.6% |
| 3Y | +139.8% | +158.5% | -18.7% | +123.4% |
| 5Y | +153.9% | +68.9% | +84.9% | +138.2% |
| All | +255.4% | +459.3% | -203.9% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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