+35.3%
TRV vs MP
-11.6%
+47.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -0.9% |
| 7D | +0.5% | +3.0% | -2.6% | +0.6% |
| 30D | -4.9% | +8.3% | -13.2% | -4.5% |
| 3M | +23.7% | -3.8% | +27.6% | +24.2% |
| 6M | +20.3% | -4.9% | +25.2% | +20.7% |
| YTD | +27.1% | +9.6% | +17.5% | +27.5% |
| 1Y | +35.3% | -11.7% | +47.1% | +39.2% |
| All | +35.3% | -11.6% | +47.0% | +39.2% |
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