+44.1%
TRV vs MP
-40.8%
+84.9%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.6% |
| 7D | +1.4% | -3.6% | +5.0% | +1.1% |
| 30D | +8.7% | -21.0% | +29.7% | +7.1% |
| 3M | +7.1% | -33.3% | +40.4% | +4.5% |
| 6M | +35.5% | -45.9% | +81.4% | +32.1% |
| YTD | +39.7% | -27.8% | +67.6% | +38.1% |
| 1Y | +44.1% | -43.2% | +87.3% | +41.4% |
| All | +44.1% | -40.8% | +84.9% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling