+148.1%
TRV vs MP
+161.0%
-12.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | 0.0% |
| 7D | +2.0% | +9.5% | -7.4% | +2.1% |
| 30D | +6.7% | -3.0% | +9.7% | +6.7% |
| 3M | +9.4% | -30.4% | +39.7% | +9.2% |
| 6M | +37.7% | -39.2% | +76.9% | +37.7% |
| YTD | +40.6% | -23.3% | +63.9% | +40.0% |
| 1Y | +42.4% | -32.6% | +75.1% | +42.1% |
| 3Y | +148.1% | +159.3% | -11.1% | +142.1% |
| All | +148.1% | +161.0% | -12.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling